OMG.
That works.
THANK YOU!
How could I not seen that option when exporting

So when I export into photoshop.
I am getting this.

So I exported the UV layout (unwrap wireframe) same size as my document.
Than I clean up the substance diffuse layer output surrounding using wireframe as guide and just paint it black.
end up with this.

Same with normal map etc.
And it works!
Second question.
The game shader uses 5 texture in total.
Diffuse.
Normal Map.
MAP texture (I don't understand how this texture is made)
One fabric texture and normal map.

End result will look like this.

Game SDK comes with photoshop 2D templates and occlusion is already baked in.
This three textures are just on multiply with various fill and opacity percentage.
Could I use substance painter light to bake my own ambient occlusion?
And how can I set my workflow in substance painter to make it easier to work with game.
Thanks