Okay, so I made some progress. Based on the documentation here: XGen Guidelines for Hair Creation in Unreal Engine | Unreal Engine Documentation
There is a script you can run that will copy the UVs from the mesh into the groom. Where for each hair (curve) it will get the closest UV point on the model and assign it to the hair. So when you apply the skin texture to the groom in UE it picks up on the color.
This is an arnold render of the fur, and what the color should look like:
In Unreal Engine it’s fairly close, except that there is no white color on his belly like there should be:
The UV map on the model maps to the texture correctly so I don’t think the UV map is wrong.
What step should I take? I’m not quite sure what the problem is.