You could try to set the checkbox "detail" for complex models with little polygon sizes in WED.
To build the map use "auto" on the "Zoom-level" setting or test some settings by yourself.
If the level is to big use "Maqx. level size" up to 250000.
You can use models (import FBX to MED) instead of level blocks (WED) for high detailed objects like statues and place it in the level with WED.
I also use FBX with MED and WED and all works fine.
It could be a wrong scale before export to FBX or to much detailed objects (workaround: use models with MED).