Hi! The main problem in creating really dark scenes is that the camera’s eye adaptation makes really dark areas brighter over some time, especially if there are no really light objects nearby. The trick is to limit the eye adaptation range. This can be done on PostprocessingVolume settings under exposure settings, https://docs.unrealengine.com/latest/INT/Engine/Rendering/PostProcessEffects/AutomaticExposure/index.html . Simply place a PostprocessingVolume in the level, make it unbound (affects whole scene) and play with that options in the volume. Because the moon is very bright, default bloom effect should make it really shine.
Also, I suggest checking your level to be the correct brightness without eye adaptation enabled (lower settings have this effect disabled). There is an option for that in the editor’s viewport menus (check under exposure - set level 0). Tweak the lights appropriately so the scene looks dark in the level 0 exposure, and set max and min exposure to something like 0.9 and 1.2 so there is still some eye adaptation, but not too much. Everything else depends on how good of an artist you are to make your scene really epic!