Hey just wanted to let you know I was able to get it working on linux in Unreal 4.10 by changing EpicLeaderboardObject.cpp line 22 from
std::string clean = std::regex_replace(s, e, "");
to this -
std::string clean = std::regex_replace(s, e, std::string(""));
After that edit I was able to cross-compile for Linux. Might just be a 4.10 error that has been fixed, but maybe it helps someone.