Problem with material slots when export fbx from ue4

Hi! i was trying to export my scene from ue4 to blender. So i select all the static mesh assets in scene and create a new combined static mesh. I can drag it in scene and is all ok with the materials in it. But when i export this to FBX, the materials are all wrong. Like half of a windows having assigned a pillar material, a table having a ceiling material, 90% of the mesh having assigned a floor material, etc. How can i export an fbx from ue4 without loss the information of where is each material?
Thanks!

Are you trying to export it to one object? You should be exporting each object separately, so each object should use one material

Yes, because i make a church entirely with separated assets. i dont want to makeit again with the assets in the 3d software. I think the easy solution is grouping assets with the same material. But is kinda tedious this way, and i dont know what will happen if some separated object has two materials…
So, is impossible this with unreal?

You can try using import into level

https://docs.unrealengine.com/en-us/Engine/Content/FBX/FullScene