Hey Tgirgis,
If you’re comparing the state of PhysX now to what it was in UE3/UDk there probably will be some differences. UE3 had been in development for a very long time. UE4 has only been publicly available for just shy of a year. There are in-fact some improvements that can be made.
I really don’t think a test comparing Havok, Bullet, and PhysX is possible since PhysX is so ingrained with UE4. There’s not a way I’m aware of that you can just drop in a new physics engine and have it work without doing some heavy lifting in code.
I’ll investigate the multi-threaded issues and see if there is a way to see what’s going on and share that information when I have time. With some other things going on right now it may be a little bit, but I’ll get back to you all as soon as I can.