I’m guessing you are using the FBX file.
Maybe you have not set the provided diffuse texture on the shader, or maybe is “scaley” because it’s using Nearest texture filtering. You can try Bilinear filtering to get a smoother looking skin texture.
I checked all of the files on Blender and the three animations are present.
I can suggest using the glTF file as it works properly on Blender, Godot and Unreal. I just drag and dropped the glTF file on Unreal 5.5.4 and it works as expected with proper textures and animations.
Without any more context this is what I can say, I hope it helps!