Baking lightmaps with normal maps - how ?

So for whatever reason UE4’s lightmaps suck badly when it comes to including normal maps for baked lighting and self-shadowing:

My plan is to bake lightmaps in Blender and bring it into UE4 to combine with material of my terrain via Multiply node.

I don’t have any problem baking lightmaps in Blender (or at least I didn’t have any in the past when I was using BI; so I am hoping I won’t have any using Cycles). However, I never tried baking lighting to include normal maps.

How do I do that?

Thanks

Basically it should be something like baking selected to active, except that instead of selecting hi-poly mesh we would use normal maps.