What does your source file look like (from Maya, Blender, etc)? Is frame 1-5 in your source file (Maya) included in your exported FBX?
I had an issue like this. Basically, what I was doing wrong, was I had a 30 frame FBX jump cycle, and I only wanted the first 10 frames for a start_jump. So I did Set Range: 0-10. It didn’t work.
After banging my head against it for a while, I noticed in Maya, this 30 frame FBX was exported from frames 500-530 in the Maya file (there were many other anim FBXs exported from this Maya file).
So back in Unreal I did Set Range: 500-510 and got the snippet of the anim I wanted. My theory is because this FBX only included frames 500-530 from the Maya file, when I told it I just wanted frames 1-10, it said ‘those frames aren’t even in this FBX’ and short circuited.
Anyway, hopefully that makes sense and is helpful. Otherwise, you might be having a different issue. ::