I created a test case for this and though you can do it, in Max you can’t actually use the root to move the CAT rig around, not purely by linking it anyway. So what you can do is create a Dummy, or Point or whatever object, place it on 0,0,0 and then link the pelvis to that object. On export, that will then be the root of your skeleton hierarchy but while in Max, if you move the root, it won’t affect the CAT rig.
So, that’s not a huge problem because you want to affect the root by the pelvis anyway. Pretty much like I have the HeroTPP skeleton set up. So, you’d just have to set that up. It’ll be fairly similar to what I did for the HeroTPP skeleton. I’ll say that I did not do full animation / root motion tests, just a test to see if I can get a root bone out to UE4 via the CAT rig directly. And that test works, so my theory is that when animated correctly, root motion will also work.
EDIT:-
Just to show the successful import…