ozukaru's post in how to import a grayscale into paint room as depth channel? was marked as the answer
LOL, I found it myself in paint room Textures->Import->Displacement Map
ozukaru's post in [Solved] when exporting as fbx a retopo model the pivot has an offset (a big one) was marked as the answer
It worked fine with a brand new 3d-coat file and a new ue4 project, thanks.
(I'll try to make more test before starting to post "bug found!" posts )
ozukaru's post in is there a way to input the exact uv coordinate for a vertex? was marked as the answer
Temporary solution (workaround) , based in the fact that you can zoom (a lot!!) and adjust manually the vertex to the "very" corner!!, see attached image. This was enough and the result was almost perfect.