Lightning, Material & Shadows?

Brief explanation. A few weeks ago I started to learn about the Blender program (learning by doing) and am now trying to jump to the Unreal Engine. Back then I was working with the UT’99 editor. So the decision was easy for me. Before I venture on large projects (ideas available), I would like to learn how to use them. I came across the following problem:

Picture:

This section consists of 2 parts, which I modeled individually in blender and then imported as fbx in Unreal. The crossing part and the street sections are individual parts. The dimensions are identical, as is the texture or material. After calculating the scene in Unreal, however, I get such shadow spots and the color of the material looks different.

Question:
What went wrong and how can I avoid this in the future?