In my case I built a tree and grass and animated it with wind and lighting and mist…Was a FULL scene and it exported but ONLY the ground mech transfered…UE4 ignored or blocked the rest OR Blender didnt do it right, Not sure…
Can I send you mine to? ? lol
You can just export meshes/skeletal meshes and animations from blender to the UE4. The lighting and the mist (Particle System) has to be done in the UE4.
Probably you have activated “selected objects” in the export settings 
Of course
Sent u a message … If you find something, post it in here please. Thanks !
Are you guys having problems with Blender 2.71 also?
Yep… The Export doesnt work properly (or the Import, who knows… )
I have checked your file and somehow I cant see a mistake -> the strange thing is, that it perfectly works when I import it into UDK so there must be something with the UE4 (probably a import setting,…)
I’m using blender 2.70