There are many differing opinions about hyphenation; the only certainty is that, however you hyphenate, you'll displease someone.
In British business and web English, for instance, there is a trend towards "light" hyphenation. So in a job description, or blog, or trade magazine, a phrase like "engine room engineer" would be likely to appear without hyphens.
In BrE books or more serious publications, on the other hand, you would probably find the phrase hyphenated as "engine-room engineer", on the grounds that "engine room" when used attributively acts as a compound adjective.
(I'd be interested to see what other members think.)