I am not sure if I am doing something wrong here, but when I run PlayAnimMontage on an animation montage that I have created myself from an Animation Sequence, the animation wont run. However, using the same piece of code, I am able to play an Animation Montage that I did not create, the Animation plays as expected. Is there something special that needs to be set when creating an Animation Montage?
Did you setup correctly your Animation Montage slot? Any new AnimMontage starts in the DefaultGroup.DefaultSlot and if your Animation Blueprint is using a different Slot that montage will not be played.
Check here the slot and here how the use the slot before sending to the final animation pose.