So, apparently if one has to have Vector Field in UE4 (which is a case if you want to do complex particle effects), one has to have Maya: https://wiki.unrealengine.com/Creating_Vector_Fields_(Tutorial)#Authoring_Vector_fields
Has anyone (Blender Devs for example) thought of implementing add-on to generate Vector Fields for UE4 using Blender’s particle system, or better yet smoke or fluid system ?