Hi there,
By default, UE won’t translate the shader settings automatically. For better cloth shaders, take a look at Metahumans Sample Project, there is a Hoodie mesh with a material named “M_top_hoodie”. This material is based off M_fabric_simpler_fuzz_option", which provides the fuzz effect that might help you out.
If you add any metahuman that comes with a hoodie or a sweater, you going to have a proper shader.
Another option, considering you’re a MD user, is to apply a correspondent shader from Substance Painter, and then import that shader into UE using the Substance plugin.