I am not familiar with the Advanced Locomotion but conventionally you would use montages and layer blend them by bone to play animations. I would suggest looking up several tutorial series about them https://www.youtube.com/watch?v=MhMJt3VWfk0
So, ideally you would use “Layered Blend by Bone” in your Animation Blueprint such that everything below “spine” bone (for example) will come from your movement state machine (walking, crouching, prone etc) and everything above will come from a montage (shooting, reloading, equip/unequip).
Hope that’s helpful!