You have to do the lightning in the UE4! In 3ds you just create your lightmaps (when you use static lights in the UE4) -> has nothing to do with diffuse and normal map. 
- increase the lightmap resolution of your mesh
- add a lightmass importance volume
- the material disappears after the light build? -> do you probably see some shaders compiling? (small message top left corner of the screen)