Import Into Level leaves holes in my mesh

holes like you say are often caused by inside orientated polys. You can check this in Blender by activating the face orientation (blue is outside, red inside). If you have red faces., go to mesh > normals > recalculate outside

personnally i use these setting in Blender for import. and so far it worked flawlessly

i never import the textures with the FBX

regarding the size of your mesh, you need to set up blender to the right meaasuring unit. You can use the measuring plugin including in Blender to check your meshes size. Be sure you activated it. UE4 unit is cms