Got Collision for Physics to work
Added 2018-11-16 18:19:33 +0000 UTCI can't stream today, so I tested a few forum theories out.
It turns out that scaling the model in Blender from any other size after importing it will break the cloth physics collision all the way over in UE4 somehow.
Very weird.
Ryuko is ant size here for this test. Scaling the model up to match UE4 (10x) didn't work, so I scaled her to Blender's usual size and matched the original import size. (.01 in comparison to UE4)

I need to find a way for the collision to be correct after the changes I make in Blender, not having to deal with them from import. I even tried apply all transforms.
This will potentially change my workflow quite a bit yet again for scaling and animation placement.
Speaking of workflow changes, all physics stuff I learned in 2 weeks for Blender is pretty much useless. I have to focus my efforts on Nvidia's Apex Clothing/Destruction, and Physx Flex for any fluid/softbody stuff. Those physics solutions are compatible with UE4. Nothing from Blender is.
(Unless you can hard record the physics keyframes directly to the object. Even then, just do that stuff in UE4 since it can do it in realtime and better. Hell, all you gotta do is paint the object and adjust a few settings. No need for a full physics cage and baking process)