@IlliaLime: I'm not familiar with sprites, but apparently unlike unity, in UE such assets are used via native Paper 2D system and bridges in form of Spine/Cubism plugins, while data itself is converted to native UE formats. umodel doesn't support such assets, except for texture atlases - to avoid confusion, texture atlas is a texture, while you're talking about supplementary file with info about texture. But if you're familiar with atlas/skel formats, you can probably export respective assets to json (for example, with fmodel) and convert them to required formats manually.
I guess, for example, in each "character_name" folder there is Texture subfolder with texture atlas (can be exported with umodel as well, though you may require to use fixed build from
this topic). Then there is skeleton in "character_name/character_name.uasset". Atlases is something like those assets from Art/Objects. Anyway, there is a lot of blueprinting and bridging is involved in this case, so it's better to ask at some modding communities for possible solution.