Given that you post the inquiry second time, I am surprised nobody with Unreal experience (moreover from RL support!) has responded...
I do not know anything about Unreal, but it looks to me as a deficiency of the export plug-in, or you are missing some settings while importing an avatar to Unreal.
One thing I know for sure is, that if you export animated *combo* to FBX from iClone and open it in Blender, none of the animations would be missing.
(you cannot do this from CC nor 3DX though - another deficiency)Here both - an Avatar and attached to the hand knife are animated independently.
Note: the knife is rigged, but I used 2 methods for animation - with a bone and transform keys and both are transparent to FBX export and respectively fine in Blender:
As to dynamic constrains, this should probably be handled in Unreal (somehow... I do not know).
Because in iClone switching constrain ON and OFF is only available for linked props (which is an iClone *thing*).
Aside for everything, I noticed some inconsistencies here (and in another thread you posted for the same problem) where attached props shifting away from an avatar and re-scaling.
Make sure before you attach them, to reset transform and a scale and if that does not help, reset the same at the source design app before importing props to iClone.
Like your characters :)