SOLVED: There’s no clear documentation on how to do this, but if anyone else tries it’s pretty simple.
- Get your LS somehow (Get Focused Level Sequence for example).
- Get Tracks > Cast To MovieSceneSubTrack or just Add Track of Class MovieSceneSubTrack.
- Add Section (or Get Sections of you already have Sub Tracks) > Cast To MovieSceneSubSection.
- Set Sequence, use your sequence.
- And to auto set the playback range… Get Sequence from the MovieSceneSubSection > Get Playback Range > and Set Range of the Section to match the Sequence.