I wanted to summarize this topic, as this seems to still be relevant in 5.4, there doesn’t seem to be documentation on it, and I spent a good couple hours banging my head against this.
As illYay mentioned, once a function is bound to a State’s result node it can be called in the Anim Graph, albeit with an experimental warning.
Again as illYay mentioned, the functions bound to the anim node must be thread-safe, and therefore don’t have the same functionality as the older anim state custom events. I suspect the warnings are a way to encourage people to use more performant thread-safe functions, but as it stands they simply aren’t a replacement.