When doing this exercise I went to rotate one of the faces. Looking into Blender it looked quite fine, so I just continued.
However when importing my shapes into Unreal Engine, I experienced the next issue: the top of the doorway was not showing. It took me a bit of time to figure out what was wrong and how to fix it.
In the end, within the “viewport overlays” menu, I added “face orientation” which showed that these faces were red instead of blue (the normals were turned). Then selected the faces which were red (in Edit mode) and still in Edit mode, went to Mesh → Normals → Flip. After this the faces were showing blue and when importing now in Unreal Engine it showed ok.
I hope this information can help others, if ever facing this issue.