So it says that the root bone does not have an animation track, have you double-checked that the root bone does indeed have animation data?
If that doesn’t solve it, I would suggest trying to make a copy of your rig file instead of linking and making proxy, just to make sure that the proxy thing doesn’t create any problems.
If that doesn’t solve it, compare your structure to the one in the file they gave out for the support stream, it can be downloaded here: Support Stream – Blender Animation & UE4 – Jan. 13th, 2015 - Announcements - Unreal Engine Forums
Try to get that one working just to see that it CAN work in the first place, I managed to import that skeleton and created an animation for it that imported correctly in UE4.6.1 and blender 2.73. When that works, compare your files and try to find the problem that way. I would compare it’s structure to yours myself, but I’m in school right now, maybe I can take a closer look when I get home if you haven’t solved it by then.