Thank you, UZERO! I haven’t tested your method yet, but I assume it works! I have found another way to do it, if I just export out the Metahuman_FaceMesh component using FBX 2019, import the file into Maya, skin my hair geo to the joints present (they look like the hierarchy that you have mentioned in your reply!), and then just make sure the joints are not parented under any groups (I think by default Maya creates a group on top of the joints and the face mesh to indicate this is an imported file).
Then, I just go Export All, and also use FBX 2019 (not sure if the version is important). And import it into the engine as Metahuman_FaceMesh02, then I just had to copy paste all setting (including the materials) from the original face mesh, and it seems to work. Just some of the hair binding got affected, and I couldn’t fix some. I think I only managed to have the facial hair working, and the eyelashes.