I used the same model in Unity without having to change normal
Perhaps FBX export would have been better for Skyline.
I can see on your Skyline picture :
1 ) normal map is like inverted and rust detail and colors is almost gonna (like Unity)
2) The grey piece has lost all details (roughness parts and color).
3) the reflective parts are more white than a reflection using environment map
Unity interprets better metal rendering, but looking closer the result is similar to Skyline
While it looks a little better in UE4.
I think 3D Coat export has some issues or imprecisions for 3D engines
UE4 using 3D coat textures
3D coat
3D coat exporting is not good as reference, textures are loosing details and roughness/metalness grey pictures does not reflects 3D coat rendering.
I will remake the example painting and exporting it from it in Substance.