Need Help with Blender+Unreal MODULAR level design!

I just got used to using UE4 to test some maps I made using Blender, however, I soon noticed it would be much more eficient to build the levels inside Unreal by making it all modular. I’m having some workflow issues though, for example; I’m clueless as to how I can export a blender scene with multiple “modular pieces” in a single file, and have unreal import the objects insided it individually you know? I Also don’t know which parts of an “urban-style” map should be modular or not.
If it helps, I was trying to do something like the Outlast map(s?), where the asylum looks like just one big structure, should I do this modularly inside blender, or unreal? I’m really confused, any information and tips will be greatly apreciated, btw if I’m too confused to understand let me know XD I’m writing this very very tired lol