How "Export Anim Sequence" is supposed to be set up?

I wanted to do a script for baking animation sequences all in one go, but it is impossible to set it up. As this guy on reddit showed the Export Options asset cannot be created https://www.reddit.com/r/unrealengine/comments/1d9ii0e/comment/lgbzr4k/ .
Also getting the Binding movie scene was REALLY a pain between random crashes and my ignorance on sequencer. Is this a bug or what?