I have tried it with both import and calculate.
Calculate caused some of the polygons to be hard edged with odd lighting where they shouldn’t have been. but in general the normal direction seemed to be fine other than the odd artifacts.
Import caused the strangely facing normals all over the model but smoothing and hard edges worked fine.
I fiddled with the normals, flipped and re flipped them and did everything I could think of, but no matter what I did, every export would come out messed up the same way.
Eventually I exported without rig to OBJ then re-imported to Maya and It looks like it may have fixed the problem. but I still do not know what caused it.
So whatever it was caused a conflict with both FBX exporting normals correctly and the normals calculation for UE4.
but hope that helps if anyone else spots the same issue.