I ran into an issue with this a bit ago; I ultimately opted to create a second montage, which plays in reverse.
The issue I ran into was that montage player doesn’t know when to stop because its blend out doesn’t function at the beginning of a montage, only the end. It also seemed notifies didn’t work from back to front.
I didn’t experiment with it for very long, so I could be wrong in some of my conclusions; it was just easier, in my case, to use a second, reversed montage.
The below is about all I could find on the subject:
Reverse montage? - Programming & Scripting / C++ - Epic Developer Community Forums