I think I found an unusual bug. I created an animation montage from the right-click pop-up menu options of an animation asset directly from within the content browser, (without opening the animation itself). Then in the character bp for the AI agent, I am playing the montage on a timer. It would not play the montage; however, after opening the montage once then everything works as expected. If I never open the newly created montage then it would not play. I have duplicated this error with another newly created montage.
We have an existing bug (UE-41219) that was put in very recently, but it is not eligible for the public issues tracker. Thank you for reporting this.