I noticed that there Unreal dont have any built in class/blueprint which would be suitable for creating finite state machine for actors/weapons logic. Googling showed me that there are an animation state machine, but looks like it will only work for models.
While I am able to make custom one using struct, beer and a little bit of obscene lexicon (WHYYYYYYYY??? WHY ARE YOU NOT WORKING, YOU…???), am I supposed to do it from scratch?
Yes you would have to make the State Machine youself. Animations have a dedicated toolset just for State Machines but there’s nothing stopping you making one yourself with nodes/regular code.