A comment from JIM-988
I've done some testing and came to the conclusion that epic linkage does not work if there's more than one epic with the same name in the system.
For example, let's say there's an epic with epic name "MyEpic" in an existing project. If I try to do a csv import into a new project with data containing an epic named "MyEpic" and a story with epic linkage "MyEpic", I will get the error "Cannot add value [ MyEpic] to CustomField Epic Link in Issue AAA-XXX. Probably value was in incorrect format".
So not only is the error message misleading but once again the problem with Jira handling Epics as globals come into play.
Since I choose what project to import my csv into it would make sense that Jira looks into that project only.
Another problem is that in my csv, the epics need to be imported before the stories, otherwise I get the same error. Michal Kujalowicz latest comment suggests this should not be a problem ("Epics are imported in the first step and then next issues are properly linked to them.").
Suggestion
Medium