Exporting level made in Maya in Unreal with custom collisions(UCX) for each object possible?

Landscape design is one thing. Importing a heightfiled is just that - importing a heightfiled.
its not the same as importing a mesh, and you definitely can either gain or loose resolution depending on on how you create and export the heightfiled file.

2nd thing.
UCX is liked to each mesh by name.
so UCX_test_01 is associated to the test mesh while UCX_anothertest_02 gets associated with anothertest.

Obviously, you should split up the different files and import/rebuild individually on account of the length of time you would spend waiting on both an import or an export to occur - but, if you wanted too, you can indeed import a bunch of assets all in one go, and the engine does separate them unless you click the specific button that prevents this.