Materials not mapping to exported meshes

I’m trying to detail stuff in Zbrush
but I’ve tried to export several meshes from different packs, and even the mannequin.
The fbx and anims look fine to me, but the textures don’t map properly.
I am about to try a different fbx version, since its set at 2018 and I think I remember it working better with 2013 fbx, but what is the issue?
Idk, it looks like a mess.
Everything works fine the other way, if I just ignore the bad texture from unreal and make a new one and paint I can import it fine and it works, but I should be able to load the unreal texture into it.
And why does it change the texture formats on export?
Everything ends up jpg.
I’ll try to get a screen shot.