Hi,
I just did a test importing 2 cubes in one fbx file. As a result the 2 cubes were imported as filename_cubename. (SM_BlenderCube_SM_BlenderCube and SM_BlenderCube_SM_BlenderCube001). With default settings that was the result. The naming isn’t great in this example but it did name them correctly.
Maybe there are some naming conventions that you didn’t follow. Generally Unreal does not like spaces, dots, comma and anything like that in the name. Underscore is ok but anything else I would avoid.