When you switch from GoldSrc/Source/IdTech2 to Unreal, it is very hard.
Because Unreal doesn't use brushes, but rather depends on carving. Every room is carved into the space. You know, "subtractive" space. GoldSrc is "additive" space.
Now, talking about other engines, I'd recommend CryEngine 1. It is sure hard as hell, it was to me, but it's so powerful, and runs well on old PCs. Luckily, I started writing my "Tutorial Center" for it, so everyone can easily learn each part of it.
I mean, it is very hard, that's why you should not waste much time learning how it works, I mean there's scripting, and no Half-Life brushes. At least there's no leaks in CE.
About the compiling issues, I use J.A.C.K, and the VHLT compiling tools. Never gave me a problem.