Exporting

I was just wondering, is it legal to export my coaster creation to Unreal engine 4?

don't see why not. Several other members have done so.

exporting the track spline and making your own track and trains for UE4 is just fine, the only thing you might have issues with is using NL2 assets like the official track/train models. But there isn't a good way to do that right now even so whatever you're thinking of doing is probably fine