I have created a simple single face plane for walls in my scene as I am in the process of replacing all the BSP brushes (there is none left in the scene at this point hence the strange stair case). I am having this result:
In the first screenshot the light is hitting the plane from behind as a static directional light. It is the one from the default map, except I made it static and changed its direction. In the second screenshot the light is coming through the glass window above and most of it looks fine except for the shadow of the steps only starting sharply on one of the planes, and a minor crease between the edges.
Here is my UV and lightmap:
The second one is the lightmap with grid set-up up like this for both:
I tried setting the lightmap resolution to both 32 and 64 in UE4 which made no difference. I also originally had the lightmap touching the edges of the grid (the same as the UV), but in watching a UE4 video on lightmaps, it seems to be better have it pushed in a few divisions which made no difference for me. Everything is definitely snapped the to UV and lightmap grid.
Also, why are the shadows so rough on the objects?