When In edit mode and I press 'A' to select everything some of the faces on my mesh show up a lighter colored orange. This has caused a problem to when I import my mesh as an FBX into UE4 the faces are deleted.
I think I found your problem
You just need to go into edit mode and select all then on the left tool panel ("T") you need to remove doubles. Looks like you had extra vertices that are not needed. I think this is causing problems with your FBX export.
After you remove doubles you will see at the top a few hundred got removed and the shading got fixed.