After repeated attempts to get one building into Mudbox, I decided to leave it and texture the whole scene, however, the textures came out distorted.
I tried to use the normal texture maps from blender, but Mudbox kept giving me a message that the UV Map was wrong. In the end I imported the whole thing from blender into unreal and placed a stone wall texture on it.
The trouble after that was trying to get the buildings onto the grass steps correctly. No matter how many times I re-sized the buildings or the terrain, I kept getting the same result, where some of the building would float in mid air.
I went back to blender and this time managed to import each building separately.
Whenever I became frustrated with the buildings, I would try and improve the terrain.