@arumiat Not sure if this will help, but I just had a similar challenge getting from 3Dcoat to SP.
My process was
1. Model in Blender (low poly, 5 objects)
2. Export .obj to 3dcoat for UV mapping. All objects on same UV set
3. Export .obj again to Substance - this gave me the 'one material' issue
4. Opened the .obj in Blender again, and add a separate default material to each object (naming them, head, eyes, hair etc.)
4. Open obj in Substance et voilá. Objects separated by material (as 'texture sets') ready for painting, and allowing for isolating parts. The obects still share the UV space as expected.