@hborre: When I load the figure into Blender for pre-processing, I have to set material zones for every part, including the hair.

@shvrdavid: This sounds interesting.  The game is a Unity game, not Unreal.  Can you help me understand what you wrote about tangent maps?  I've never heard of them, but if it helps me resolve this problem, that's more than a year of trying, finally done.