I reworked my mesh, closed the whole mesh and deleted all N-Gons. After this I delete the mesh in Unreal Engine and imported it new. I had not used the reimport function, because I wont keep any failures on the binary level.
Then I created a new destructible Mesh and on the right sight in Destructible Settings under the area for Skeletal Mesh you have Materials. If you only have one there, just click on the plus and add a new one.