I’d likely do both. My point being you’re visible in responding to this.
I’ve not submitted a product yet so I cannot say from experience, but I think I would do both. At least point out to the reviewer that the asset is in-line with UE marketplace assets and their license but that you are checking as well. Additionally, it’s my understanding that (essentially) any marketplace assets are open to use in your own products so long as you use them inside the Unreal engine.
For Epic, I guess email, yes. 
When you registered the product, did you get anything therein that tells you where to follow up w/concerns?