Unable to build Unreal Engine on Ububtu

:/opt/Unreal/UnrealEngine-4.25.3-release$ make
bash “/opt/Unreal/UnrealEngine-4.25.3-release/Engine/Build/BatchFiles/Linux/Build.sh” CrashReportClient Linux Shipping
Fixing inconsistent case in filenames.
Setting up Mono
Building CrashReportClient…
Using ‘git status’ to determine working set for adaptive non-unity build (/opt/Unreal/UnrealEngine-4.25.3-release).
Creating makefile for CrashReportClient (no existing makefile)
Creating makefile for UnrealHeaderTool (no existing makefile)
------- Build details --------
Using toolchain located at ‘/opt/Unreal/UnrealEngine-4.25.3-release/Engine/Extras/ThirdPartyNotUE/SDKs/HostLinux/Linux_x64/v16_clang-9.0.1-centos7/x86_64-unknown-linux-gnu’.
Using clang (/opt/Unreal/UnrealEngine-4.25.3-release/Engine/Extras/ThirdPartyNotUE/SDKs/HostLinux/Linux_x64/v16_clang-9.0.1-centos7/x86_64-unknown-linux-gnu/bin/clang++) version ‘9.0.1’ (string), 9 (major), 0 (minor), 1 (patch)
Using bundled libc++ standard C++ library.
Using lld linker
Using llvm-ar : /opt/Unreal/UnrealEngine-4.25.3-release/Engine/Extras/ThirdPartyNotUE/SDKs/HostLinux/Linux_x64/v16_clang-9.0.1-centos7/x86_64-unknown-linux-gnu/bin/llvm-ar
Using fast way to relink circularly dependent libraries (no FixDeps).
------------------------------
Performing 37 actions (24 in parallel)
[3/37] Compile BuildSettings.cpp
[5/37] Compile SharedPCH.Core.ShadowErrors.h
[4/37] Compile Module.TraceLog.cpp
[1/37] Compile PCH.Core.h
[6/37] Compile Module.UnrealHeaderTool.cpp
[2/37] Compile PCH.CoreUObject.h
In file included from /opt/Unreal/UnrealEngine-4.25.3-release/Engine/Intermediate/Build/Linux/B4D820EA/UnrealHeaderTool/Development/CoreUObject/PCH.CoreUObject.h:57:
In file included from /opt/Unreal/UnrealEngine-4.25.3-release/Engine/Intermediate/Build/Linux/B4D820EA/UnrealHeaderTool/Development/Core/PCH.Core.h:67:
In file included from /opt/Unreal/UnrealEngine-4.25.3-release/Engine/Source/Runtime/Core/Private/CorePrivatePCH.h:6:
In file included from /opt/Unreal/UnrealEngine-4.25.3-release/Engine/Intermediate/Build/Linux/B4D820EA/UnrealHeaderTool/Development/Core/SharedPCH.Core.ShadowErrors.h:55:
In file included from /opt/Unreal/UnrealEngine-4.25.3-release/Engine/Source/Runtime/BuildSettings/Private/BuildSettings.cpp:3:
In file included from Runtime/Core/Public/CoreTypes.h:9:
In file included from Runtime/Core/Public/HAL/Platform.h:135:
In file included from Runtime/Core/Public/Linux/LinuxPlatform.h:9:
In file included from Runtime/Core/Public/Unix/UnixPlatform.h:10:
/usr/include/signal.h:32:10: fatal error: ‘bits/types/sig_atomic_t.h’ file not found
#include
^~~~~~~~~~~~~~~~~~~~~~~~~~~
In file included from Runtime/BuildSettings/Public/BuildSettings.h:5:
In file included from Runtime/Core/Public/CoreTypes.h:9:
In file included from Runtime/Core/Public/HAL/Platform.h:135:
In file included from Runtime/Core/Public/Linux/LinuxPlatform.h:9:
In file included from Runtime/Core/Public/Unix/UnixPlatform.h:10:
/usr/include/signal.h:32:10: fatal error: ‘bits/types/sig_atomic_t.h’ file not found
In file included from /opt/Unreal/UnrealEngine-4.25.3-release/Engine/Source/Runtime/Core/Public/CoreSharedPCH.h:6:
In file included from Runtime/Core/Public/CoreTypes.h:9:
In file included from Runtime/Core/Public/HAL/Platform.h:135:
In file included from Runtime/Core/Public/Linux/LinuxPlatform.h:9:
In file included from Runtime/Core/Public/Unix/UnixPlatform.h:10:
/usr/include/signal.h:32:10: fatal error: ‘bits/types/sig_atomic_t.h’ file not found
#include
^~~~~~~~~~~~~~~~~~~~~~~~~~~
In file included from /opt/Unreal/UnrealEngine-4.25.3-release/Engine/Intermediate/Build/Linux/B4D820EA/UnrealHeaderTool/Development/TraceLog/Module.TraceLog.cpp:2:
In file included from /opt/Unreal/UnrealEngine-4.25.3-release/Engine/Source/Runtime/TraceLog/Private/Trace/Channel.cpp:2:
In file included from Runtime/TraceLog/Public/Trace/Detail/Channel.h:5:
In file included from Runtime/TraceLog/Public/Trace/Config.h:5:
In file included from Runtime/Core/Public/HAL/Platform.h:135:
#include
^~~~~~~~~~~~~~~~~~~~~~~~~~~
In file included from Runtime/Core/Public/Linux/LinuxPlatform.h:9:
In file included from Runtime/Core/Public/Unix/UnixPlatform.h:10:
/usr/include/signal.h:32:10: fatal error: ‘bits/types/sig_atomic_t.h’ file not found
#include
^~~~~~~~~~~~~~~~~~~~~~~~~~~
In file included from /opt/Unreal/UnrealEngine-4.25.3-release/Engine/Source/Runtime/CoreUObject/Private/CoreUObjectPrivatePCH.h:6:
In file included from Runtime/Core/Public/CoreMinimal.h:9:
In file included from Runtime/Core/Public/CoreTypes.h:9:
In file included from Runtime/Core/Public/HAL/Platform.h:135:
In file included from Runtime/Core/Public/Linux/LinuxPlatform.h:9:
In file included from Runtime/Core/Public/Unix/UnixPlatform.h:10:
/usr/include/signal.h:32:10: fatal error: ‘bits/types/sig_atomic_t.h’ file not found
#include
^~~~~~~~~~~~~~~~~~~~~~~~~~~
In file included from /opt/Unreal/UnrealEngine-4.25.3-release/Engine/Intermediate/Build/Linux/B4D820EA/UnrealHeaderTool/Development/UnrealHeaderTool/Module.UnrealHeaderTool.cpp:2:
In file included from /opt/Unreal/UnrealEngine-4.25.3-release/Engine/Source/Programs/UnrealHeaderTool/Private/BaseParser.cpp:3:
In file included from Programs/UnrealHeaderTool/Private/BaseParser.h:5:
In file included from Runtime/Core/Public/CoreMinimal.h:9:
In file included from Runtime/Core/Public/CoreTypes.h:9:
In file included from Runtime/Core/Public/HAL/Platform.h:135:
In file included from Runtime/Core/Public/Linux/LinuxPlatform.h:9:
In file included from Runtime/Core/Public/Unix/UnixPlatform.h:10:
/usr/include/signal.h:32:10: fatal error: ‘bits/types/sig_atomic_t.h’ file not found
#include
^~~~~~~~~~~~~~~~~~~~~~~~~~~
1 error generated.
1 error generated.
1 error generated.
1 error generated.
1 error generated.
1 error generated.
Makefile:307: recipe for target ‘CrashReportClient-Linux-Shipping’ failed
make: *** [CrashReportClient-Linux-Shipping] Error 6

I have tryed both, 16.04 and 18.04, same error

Setup.sh was succsessful:
Target arch set to: x86_64-unknown-linux-gnu
Building ThirdParty libraries

If you don’t see SUCCESS message in the end, then building did not finish properly.
In that case, take a look into /opt/Unreal/UnrealEngine-4.25.3-release/Engine/Build/BatchFiles/Linux/BuildThirdParty.log for details.

No third party libs needed to be built locally

********** SUCCESS ****************
Setup successful.

./GenerateProjectFiles.sh also was succsessful:

:/opt/Unreal/UnrealEngine-4.25.3-release$ ./GenerateProjectFiles.sh
Attempting to set up UE4 pretty printers for gdb (existing UE4Printers.py, if any, will be overwritten)…
updated UE4Printers.py
found necessary entries in ~/.gdbinit file, not changing it.

Setting up Unreal Engine 4 project files…

Fixing inconsistent case in filenames.
Setting up Mono
Generating data for project indexing… 100%
Generating data for project indexing… 100%
Writing project files… 100%
Generating data for project indexing… 100%
Generating data for project indexing… 100%
Generating data for project indexing… 100%
Generating data for project indexing… 100%
Writing project files… 100%

The only version I was able to build, was 4.19, so the error starts on 4.20 and newer releases

I suspect I am missing a dependency, it fails trying to find the header sig_atomic_t.h, wich is part of libc6-dev

$ apt-file search /usr/include/signal.h
libc6-dev: /usr/include/signal.h

$ locate sig_atomic_t.h
/usr/aarch64-linux-gnu/include/bits/types/sig_atomic_t.h
/usr/include/x86_64-linux-gnu/bits/types/sig_atomic_t.h

$ apt-file search /usr/aarch64-linux-gnu/include/bits/types/sig_atomic_t.h
libc6-dev-arm64-cross: /usr/aarch64-linux-gnu/include/bits/types/sig_atomic_t.h

$ apt-file search /usr/include/x86_64-linux-gnu/bits/types/sig_atomic_t.h
libc6-dev: /usr/include/x86_64-linux-gnu/bits/types/sig_atomic_t.h

This fixes the problem:

$ sudo apt-get install build-essential flex libelf-dev libc6-dev-amd64 binutils-dev libdwarf-dev