I know this is a year late but for others that find themselves here with blender/eu4, I have now found it easy to just make sure before I export any one of my duplicated scenes from blender which contain a skin for my character models/skeletons that the Armature name in the scene does not have .00x at the end of it. If the name is consistent it imports fine into ue4. Blender wont allow the name to be the same across all scenes from what I see so when you delete the .00x it will rename the armature in the scene it is correct in.