Export to FBX (from Blender)

Select all elements

If the mesh is rigged (armor/helmet/boots/gloves/shoulders) - then you need to select with human_skeleton_notused, like this:

For the shields select two bo_.. elements and main mesh with lods:

File - Export - FBX

Select export settings

Check Limit to Selected Objects:

Uncheck Add Leaf Bones:

Leave other settings as they are.

Export

Create preset

Create preset for the future to avoid clicking those settings every time:

Problems

Add Leaf Bones enabled

You will get this in the Model Viewer: