Hey Makin14,
Is your tank rigged? If it is you would then be able to animate it. I cant really tell what process you are using. I would try rigging the tank with one bone on each piece of track. You want to make the tank tracks rotating so it looks like the tank is moving forward, right? I think this is kinda like a revolver gun animation. You will need to make ONE animation with the tracks moving forward just ONE space. When you play this animation in loop with no extra time at ether end of the animation, it should look like the tank tracks are moving the tank forward. You will need to place all the tracks to the right place for most of the frames of the animation. That should not be really hard though. It will just take a bit of time. Just animate one side of the tank, and then, I THINK you can copy the key frames over to the other side of the tank. These animation should export with the mesh, and should work fine with Unreal, but when you import into Unreal you will need to set it to import a Skeletal Mesh not a Static Mesh. That could also be the problem with what you are doing now. Maybe try re-importing your tank but setting it to import a Skeletal Mesh. If you have already done this that I do not really know. I would just try rigging and animating the tank.
Here is a link to a Udemy course that said it covered the rigging and animation stuff, but I totaly get that spending money on this might not be an option: https://www.udemy.com/blender-tank-course/
Really hope this helps,
Gurthang325