Mesh Collision generating weird YAW undesired effect

Ok I see. Moving anything in Blender won’t change position of the center on mass in UE4. Center of mass is re-calculated in UE4 from the collision mesh, in addition inertia tensor is calculated too. The box will have symmetrical inertia tensor on all axis, which means that you need the same amount of torque to get angular acceleration of 5rad/sec in pitch and in yaw. When inertia tensor is not symmetrical, as its the case with your ship judging from its shape, you need different amount of thrust on different axis to achieve coherent angular velocity. On top of that, as you are not applying torque but use thrusters, position of the thrusters in relation to center of mass will change resulting amount of torque applied to object.
If you want to keep developing it in direction of using physics for simulation, you need to read up on quite a few things:

Basically even if you know which thruster you need to fire from player controls, you have to calculate amount of force each of them should produce, such that resulting torques are similar in magnitude. This can be done by taking into account distance of the thruster from center of mass and inertia tensor in axis in which thruster creates rotation.