No material after export

Okay, so I am really stuck here you guys and hopefully you guys can help me out but I am trying to export a sun I created but whenever I import it inside the engine, no textures load up. Can someone please help!

I created the sun in 3DS Max using the glare shader built in the program and the sun somes out nice as shown in the first image

but as soon as I import it, nothing appears and I made sure to import everything.

Any suggestions? Thanks!

the glare shader is not meant to be exported to ue.
thats not how it works.
for that kind off effects you should look for postprocess tutorials (like godrays) and how to use directional lightning /and skysphere