There should be no error and even no warning.
Regarding the “no smooting group” warning:
Make sure you assigned some smoothing to your mesh. Select your mesh in Blender, enter edit mode (Tab), select all (A+A) and at left toolbar (T) go to “Shading/UVs” and choose a shading (usually smooth if you would do some human and flat if you would do some hard faces like a robot or machine) and/or you could press “W” and choose the shading their either.
Afterwards when you export it to FBX go in the “Geometrie” tab and at “Smoothing” choose Face. Regarding that “end” bones (that should not be there anyway) go to Armatures and remove “Add Leaf Bones”.
Regarding the bones… I would recommend to rename the bones already in Blender (spine01 -> spine_01 and so on). It would be easier to avoid mistakes at clicking through all those pulldowns at retargeting in UE4 afterwards. Retargeting of finger works. However don’t use the 00 bones. Means ignore “index00_l” and start mapping with index01_L -> index_01_L. You’ve got more bones than the mannequin one (which is perfectly ok). Just make sure that those bones below pelvis follow the “skeleton”:
If you changed weight-painting even make sure you normalize all weights so every vertex got enough weight (there’s an option in Blender to do so). If for example a vertex just got 0.3 at spine_01 and 0.4 at spine_02 (and none else) it’s just got a sum of 0.7. It’s too less weight (and should be fixed to get 1.0 anyway). UE4 differs from Blender in such a fallback case and weight the missing 0.3 to the root bone while Blender seems to weight it to the nearset bone (which usually looks ok at human meshes). If some weight of your fingers is put to the root bone it would look terrible in UE4 afterwards.