Beginner questions, joining objects in blender and exporting to unreal

As @Okidoki said, when multiple objects with UVs get joined the UVs get joined also…that is normal. The next steps are what you would normally do to export to a game engine.

With the UVs mixed like this, select all in the UV space then select
UV > Average Islands Scale, and you get something like this…

With everything still selected select UV > Pack Islands…

and then you get…

Now you have a good UV that you can use to BAKE down the textures to a single image…
as shown here…

this allows you to export a joined object with just one material to your game engine…

Happy Blending!

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