Skeletal mesh in BP rotates only on 2 axis

Hello, I created a skeletal mesh in 3DS Max which has 4 bones and I need to place several instances of this mesh and rotate it in different position in my level.
The mesh works without a problem in its editor, I can rotate every bone as it supposed to do but once I put it in a BP the third bone rotates only on 2 axis, the roll and the yaw rotate the same axis.

This is the BP setup:

This is the editor:

If I try to rotate the axis here everything works fine, but when I put the BP in the level and I try to rotate the 3rd bone this is what happens:

https://gfycat.com/ScaryReflectingFireant

I already tried to re-do the bones in 3DS Max but it didn’t help, same problem. It’s the first time I use a skeletal mesh and a BP for doing something like this so I don’t really know how to fix it.

You can find the .fbx of the mesh here: Google Drive: Sign-in

Thank you.