When I run Setup.sh for Carla on Linux Ubuntu 18.04, it said something about xlocal.h not found. I digged around and it seemed like it might be an issue with Unreal Engine, but my Unreal Engine setup was fine.

Hi @anthonypan08,
With a little search I found this question in Unreal forums.
It doesn't looks like a problem in Setup.sh :(
Hope it help.
So did anyone encounter the same problem and have a solution?
You can create a soft link by ln -s /usr/include/locale.h /usr/include/xlocale.h if locale.h exists
Hey @anthonypan08
Some good news?
Is the problem solved?
SOLVED:
The problem was the driver on the Ubuntu machine. I had to change the driver to Nvidia driver instead of using the X.org driver through the "additional drivers" windows. After that, the Carla worked
@anthonypan08 That fix doesn't work for me. I have Nvidia drivers installed and enabled and still encounter this compile bug in Setup.sh.
@J-Rojas are you using the correct version of everything (Unreal 4.18.x and so on)?
Yes, 4.18.3, latest Clang 3.9.x. I'm using Ubuntu 18.04. The only workaround that worked for me was the symbolic link.