Here’s my very simple test skeletal mesh scene in Blender. I’ve never rigged a model, animated or used Blender before, so it could be something very simple that I’m missing. When I try to import the fbx into Unreal, the child object highlighted below just seems to disappear. If I remove all skeletal mesh data and just import the static model, the child object shows up just fine in Unreal.
Through a lot of trial and error, I finally managed to figure this out. Below is the proper scene structure for a skeleton that uses multiple objects in Blender. You have to parent each object to the armature, then set the armature modifier for each object.