What size should my images be when making a DDS cubemap?

I can’t see your picture link is broken. But I have, I guess, similar problem. When I import 2048x2048 dds cubemap it imports very slowly (about 15 minutes) and then it is all blurry and not cool as it was in Photoshop. But when I changed Mip Gen Settings to NoMipmaps (it is inside created texture cube asset in UE4 under Level of Detail category) then everything got great and not blurry.