An example of UAnimNotify inheriting class.

Enemy_Hit_Notifier.cpp

// Fill out your copyright notice in the Description page of Project Settings.

#include "sample1.h"
#include "Enemy_Hit_Notifier.h"



UEnemy_Hit_Notifier::UEnemy_Hit_Notifier( const FObjectInitializer& ObjectInitializer /*= FObjectInitializer::Get()*/ )
	: Super( ObjectInitializer )
{
}

void UEnemy_Hit_Notifier::Notify( USkeletalMeshComponent* MeshComp, UAnimSequenceBase* Animation )
{
	Super::Notify( MeshComp, Animation );
	UE_LOG( LogTemp, Warning, TEXT( "Animation Hit Notifying!" ) );
}

Enemy_Hit_Notifier.h

// Original file created by Sahkan (https://answers.unrealengine.com/questions/231681/my-uanimnotify-custom-c-class-received-notify-wont.html)
// Fill out your copyright notice in the Description page of Project Settings.

#pragma once

#include "Animation/AnimNotifies/AnimNotify.h"
#include "Enemy_Hit_Notifier.generated.h"

UCLASS()
class UEnemy_Hit_Notifier : public UAnimNotify
{
	GENERATED_UCLASS_BODY()

	virtual void Notify( USkeletalMeshComponent* MeshComp, UAnimSequenceBase* Animation ) override;
};