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FBX import error : 'This bone is used by the current mesh...'

Hi all, I’m in arch vis industry so my animation skills in 3ds and UE4 (and any other app) are beginner at best. I’ll try describe the problem as accurately as I can.
In short: when I import a working animated skeletal mesh into UE4 from 3ds Max, certain parts of the mesh don’t appear, though the animation seem fine.
Checking the mesh in the Skeletal Mesh editor shows this message:

This bone is used by the current mesh, but has no vertices weighted against it

The above message shows up when I open up the Skeletal Mesh editor and hover over the problematic mesh in the Skeleton Tree (heirarchy) panel. Any problematic piece that doesn’t appear is greyed out in the skeleton tree. This problem applies to both meshes and helpers.

Essentially I have an animated model that animates relatively well when viewed in 3ds Max; when I playback the animation, for all intents and purposes it works ‘fine’. When exporting the mesh from Max, the only errors I get are material related, however sometimes I do get either of the two warnings, which I try to fix before exporting.
‘Warning: Non orthogonal matrix support’
‘Warning: gimball lock exists’.

The model is animated entirely with helpers, dummies and animation constraints (position, look at and orientation), so there are no bones, I have some (very badly done) skin modifiers on some parts too.

Here is dropbox link to both the UE4 file and 3ds Max file:

Thanks in advance and please ask for any more details I can provide.
Ed.