I export mesh named K01 from blender, where I created a socket using an empty named SOCKET_K01. Importing into UE4 - voila, works like a charm.
Now making mesh named U21, having 2 empties, named SOCKET_U21_00 and SOCKET_U21_01. Importing into UE4 - also works nicely at first glance.
The problem: in Mesh editor, each mesh shows not only its own sockets, but all sockets of all other imported meshes as well, means 50 meshes with one socket each end up in 50 meshes with 50 sockets.
I am exporting all meshes into one FBX file from blender. It looks like in import, UE4 does only check for the SOCKET_ prefix and assigns all sockets to the mesh, ignoring the mesh name itself for assignment. For UCX_ collision meshes, these get perfectly separated mesh by mesh.