It means exactly what it says. They have modified/changed (in some way) an aspect of the engine to better suit their game/requirements. The changes can be minimal or significant. The source code for the engine is available on GitHub; you are free to change anything you want. There are many reasons to modify the engine, from feature-requirement to performance optimizations, or changes to the renderer to achieve a stylistic impossible otherwise. What precisely the developers of Days Gone have done I can’t answer, but it’s very common (modifying the engine). Having the source code available gives you this freedom and it’s awesome.