@Tomza: To be honest I have never compiled or packaged on Linux for Windows … it is not something I have even considered doing.
I package for Mac on my Mac Dev Machine that runs Unreal Editor on Mac.
I package for Windows and Linux on my Windows Dev Machine that runs Unreal Editor on Windows.
I use my Linux machine as a test machine to make sure the binaries built using the tool chain work. I did compile the editor on Linux, but that was just to make sure I had all the right libraries and prove that it was possible. I am sorry but I have not tried to compile for other platforms on Linux and I can’t really say if it is even possible or not.