What is the best method for combining my dodge animations based on a 2D vector input and playing the result as an like an animation montage?

If you want to use blendspace, you ll have to use it from animation blueprint. Create a state for dodging, transition rules into it and from it. There is no way to play montage on blendspace as its not montage.

Or you could play 1 of 4 different montsges based on last input vector proximity to 4 different vectors.