Thanks for your explanation, you gave me the last bit of information that I was missing 
Here is the full process (at least I hope…) to create custom clothes for your MH from Blender
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In UE4, select your Skeletal mesh and right-click on it, then select asset action and click on export (this will create an FBX file that contains the skeleton and the actual geometry of your asset). I personally choose FBX 2013 but I think you can also use 2016
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In Blender, import your FBX and expand its hierarchy from your scene collection, you should have something similar to this. your actual geometry seats at the bottom of this hierarchy (LOD0)
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Leave your imported FBX untouched and start modeling from a new mesh, line it up with the existing geometry and do the following:
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Add an armature modifier to your new mesh and select the skeleton root for Object
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Select your new mesh first then select your root skeleton by keeping the shift key pressed. Then select Object > Parent > With Automatic Weights (Ctrl+P)
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Your new mesh will be automatically transfer in your imported FBX hierarchy, you can now delete the LOD0 (previous geometry from UE4) and do some test from Blender to see if the weight works correctly. (Select root skeleton, then change your mode from Object Mode to Pose Mode and move some bones to see how your mesh react)
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We can now re-import your mesh to UE4, go to File > export FBX. Select only Armature and Mesh and from the Armature sub menu select Only Deform Bones
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In UE4: Import your FBX and leave everything at default, except the skeleton, choose MH_Base_Skeleton, then click Import ALL
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After that you can follow the explanation of thehemsley and modify your skeletal mesh in your MH Blueprint