I already did this of course.
Here are two screenshots with the "supposed" way to fix materials and my own one.
Following the youtube tutorial
Trying to fix by my own
I think the preview in 3DXchange is using translucent transparency and not masked one. The issue when using translucent transparency in Unreal is that the rendering order is not correct, and so the transparency.
So is there anyway to get better results or is this just broken ?