I had this same problem, what fixed it for me was selecting Import Normals (rather than calculate normals) on FBX import. Also, enabling high precision UVs seemed to help even if the content example doesn’t use it.
Make sure FBX export settings are correct as well, I use those suggested by the docs: https://docs.unrealengine.com/latest/images/Engine/Content/Types/Textures/NormalMaps/Creation/fbx_settings.jpg
