Lets say you wanted to focus on buildung an enormous construction like a castle or cathedral where you need to draw alot stone and ornamentation, what would be the way to get started? The unreal engine alone? blender? something else? Im disoriented.
I personally would build it with modular pieces made in blender, because BPS brushes are just here for prototyping your level 
Honestly, there’s several ways you could accomplish this. Though, it’s really down to your personal preference and the tools you have available at your disposal. It really comes down to how comfortable you are with your particular toolset.
If you’re happy to work in Blender, you could model it directly in there and export into Unreal Engine. As mentioned, I’d also handle it in a modular fashion. Additionally, you could block-out the structure in BSP and take it into Blender (this is especially useful with scale, etc). Either way will work, really.