I’m pretty new with unreal too so my answer probably is not the correct one.
I’ve imported your piano in both methods (“combine meshes” enabled and disabled)…both succesfully ended with no problems as for overlapping UV (except warning of lot small objects when importing single objects).
In both ways, no texture found in no one of the materials of the piano (how many materials have you created? I’ve imported almost 15). I made a test creating a material with a texture applied, that before export the geometry, The texture was moved in another folder…the FBX come out without texture information, like your piano)
Maybe the problem could be that at the time of exporting from C4D and creating the FBX file, the “system” cannot find the texture (…maybe was moved from where it was originally) or simply couldn’t “load” the path to it and so the material is empty.
Hope that this could be of help