Exporting from 3ds max using keyframe animation

I just made a telescopic elevator door with an animation of opening. To create it I simply modeled the door in the closed position and went to Auto Key mode. I made a keyframe at 0 and then drug it to 100 and moved all the pieces to the open position. I play the animation and it looks great:

So I go to export and check animation and bake animation and export as a .fbx.
I import to UE4 and check Import as Skeletal check import animation.
It creates a Skeletal mesh, an animation, a physics asset, and a skeleton.

Problem: The animation does not play when opened up. What am I doing wrong?
All pieces of the door are the same object.

What do the bones of the mesh look like in the editor?

There are no bones in 3ds max or the editor. I’m told you can do the animations without them.

Yes. But the hierarchy of the meshes(they need to be Linked in Max) are translated to bones in the editor. If your skeletal mesh doesnt have bones than there is the problem.

I think I have it figured it out now. I made all of the pieces a separate object and then made the end piece that does not move the hierarchy. Works now!
Thanks Jacky you are a lifesaver!

One more thing to add to this, I have the animation imported now and I need to set up the animation for each state of the door. Frame 0 was idle, 1-20 is open, 21-40 is close. I created an Actor Blueprint using the skeletal mesh and I can open and shut the door in game. My problem is the door is always shut when I start the game but I want to have the option of having it open. Do I need to create an animation of frame 40 so it appears open and then play the closed animation? Or is there a way to create another skeletal mesh that represents the open position?
Edit-Tested and it works!