Hi Eduard!
As you suspected, that Vehicle Art Setup is not intended for the advanced vehicle, which has a more complex skeletal structure.
To make an asset for the AVT, the easiest way is to study the original FBX, which you can download from the doc page here: How to Build a Double Wishbone Suspension Vehicle in Unreal Engine | Unreal Engine 5.2 Documentation
Direct link to the download: https://docs.unrealengine.com/latest/attachments/Engine/Physics/Vehicles/DoubleWishboneVehicle/DoubleWishboneVehicle_Files.zip
Hope that helps.