Hey @Zapking9224,
Both the beginning and end of your third image are cut of so we can’t really see how you transition in, that’s what is important in this situation, not necessarily what the assets are playing.
What I can tell however, is that you have not set up any way for your animations to return to the locomotion state. For what you are trying to do, unless you are using the built in play animation (which may not work in your situation due to complexity) ai node, you will want to instead change a transition rule with your AI blueprint so your goblin knows when to resume running away animations.
Check out this great non-Epic affiliated video on setting up your animation blueprint state machines that already has an identical (idle/walk/run) node:
I hope the above is the solution you need.