Im a bit late to answer here but since i had the same problem and this didnt actually solve my problem i decided to answer in case someone has the same problem in the future.
First i have to say that i can only image that you are using transparency on your texture when making the Normal map. I was doing a project right now and got this problem when making my normal map with my texture using transparency (no background on the texture). The texture looks all fine when outside of UE4, but when importing it UE4 messes things up.
I cant say 100% sure this was your problem but since it is the same than the one i had so i imagine is the same.
So the easy way to fix this is to just put a background color to your texture when making the normal map (black would be the best but if your texture has some black colors you can use other color to not mix with your texture). This will not only fix this blue lines when importing to UE4 but it will also make your Normal map stronger and better.