Now I haven't worked with the UE4 engine yet to know enough about the model import process, but here is what I would suggest for unity.
I assume that UE4 accepts FBX file format.
1 you make your character in daz (typically A pose)
2 I would recommend avoiding using any daz animation or poses just yet.
3 export as FBX or use any Daz to Blender plugins
4 import the file into blender
Why use blender?
The main reason that you HAVE to use blender is because you can attach multiple animations to the character's skeleton, which can then be transferred to the FBX file and into the game engine. Daz does not handle multiple animation support.
Multiple animations include Walking, any lewd stuff, partial animations (ie walking animation just for the legs, reload gun animation just for the torso), all of these have to be attached to the file so that the game can use them, at least from my experience using unity.
5 do a test to see if you can make a basic animation, just move a joint, save this as an animation clip.
6 Do another animation, save this as another clip (in the same blender file)
7 export file such as to fbx to your game engine, see if you can get the model working and preview both animations.
if success
8 go to daz, and for each pose or animation you want to do, export a separate file.
9 in bleneder, 1 at a time, load in the file, and copy the pose or animation to the skeleton (there is no one techique for this, so experiment)
10 only load one file in at a time, just because having many files will load up a lot of textures and eat up your ram so keep it minimal
11 afterwards, do another model, with clothes, import this into blender as well.
12 repeat your previous test to see if you can see each pose or animation, maybe even toggle clothes
13 make any other animations you need in blender
14 in the game engine, work out how to control animations or visible clothes (advance)
15 make a control system just to manage animations
16 now you can make a basic walking system to control the character and trigger walking animations.
17 double check what year it is and realize 20 years have gone by, because this shit is slow to work out and it takes a lot to stick with it without any previous experience.
