To be honest, I have some doubts about this whole thing overall, but please correct me if I'm wrong. If an fbx or obj can't store per face material assignment (which I'm pretty sure fbx can), as you said, I would assume that it can't store a set of assigned textures either so you would need to reconnect them to the…
You dont have to use them in engine. Just use them in mari to paint across textures. Back in maya select the faces based on the UDIMs and assign a shader for each tile. Move all uvs back to the 0-1 space. In case of a render engine. Lets say Arnold. The file read node does handle everything. Just select the first UDIM and…