Any sockets that you create or alter in the Unreal editor will be overridden if you re-import a mesh. Basically, the import overwrites the file and replaces whatever was previously there. Create/Make socket changes in the Unreal editor if you think you won’t have to reimport many times. Otherwise, make your socket changes in Max/Maya/etc.
I’m not an artist, but one of our artists had found a nifty feature with Unreal 4. Whatever he was using as socket locations in 3DS Max (dummy bones, I think?), he could add SOCKET_ in front of the name and when the mesh was imported, a socket would be created there with the name (except that the import process kindly removes the SOCKET_ in front of the name). So, for example, if he imported a mesh from Max that had SOCKET_Left_Hand and SOCKET_Right_Hand then in Unreal, the static mesh would end up with sockets at the appropriate locations called Left_Hand and Right_Hand. One additional note to make is that if the mesh is imported as a skeletal mesh, it keeps the full name for bones, so the SOCKET_ isn’t removed, and furthermore, it adds Socket to the end of the name of sockets.
Lastly, in case it matters, we’re using version 4.9 and not 4.15, but I imagine that nothing has changed in these regards between versions.