Unfortunately the project is no more on my pc, so let me try to explain it to you.
Create a transform array (transArray) in your character. fix the fps to say 30 and on tick get your transform and append it in the transArray. On the end of the capture spawn your replay actor and pass the transArray.
How your replay actor should be setup:
have a transArray that is public and exposed on spawn and an integer variable (set to 0).
on tick get the index of the transArray of the integer value. Use the transform to interpolate it to the current one and set it to the new transform of the actor. Than increment your integer.
This would be the base. Than you can do a check to loop through your replay actor and the better way would be to not do the recording and replay on tick based but on a time based function.
I hope this helps you 