You will need to determine the exact formula used for nonlinearity in UE vs Blender to be certain that a certain distance from the camera plane equals the same value in both.
File and compression types will depend on how much accuracy you need. It won’t cause the issue your having but it can cause issues when it comes to comparing values.
Also why not just use a depth map generated in Unreal without the character to compare with the real time render with it. If the geometry is the same in both the blender scene and Unreal it shouldn’t matter which you use to generate depth but by rendering depth in UE you avoid the issue entirely.