So a big thing here is that you are not blending your block animation with your locomotion animations. If you do not blend those two, you will never block while running/walking. Your current setup only plays, and will only play, an animation montage, and will never combine with any other animation unless you properly blend them.
You you want your block or attack to play while your lower half is running, it is exactly what you want. Here is an even more direct non-Epic affiliated setup video that goes over the setup without the concepts:
I hope the above helps clear things up for you!