Hello Gulli05,
This is actually expected behavior. (kind of)

This is a result of the upgrading normal map compression to BC5 compared to DXT. The reason you are seeing the normal map in yellow is because the thumbnail and texture editor window viewports in UE4 do not support normal maps or grayscale maps for dynamic textures. If you look at the texture from the thumbnail of a texture sampler within a material you will see what you are used to seeing as the material does detect the dynamic texture formats and renders accordingly.

This is not ideal and something we want to look into fixing.
Even though this is slightly annoying, this should not have any impact on the final results within the main viewport.
Thank you for taking the time to report this!