The issue is, at least technically, a Blender one. A bit of background info to help others too . . .
When you create a mesh in Blender the ‘name’ ( like ‘cube’ ) which is represented in the Scene graph as an orange triangle, is actually just a container. It’s name is a convenience - which is why you generally renmame it to something meaningful. This container holds the actual vertex data of the mesh involved ( and lots of other properties ) . This vertex data is represented by the green triangle.
When you move/rotate or scale an object in object mode, what you’re actually doing is moving/rotating/scaling the container - the vertices inside the conatiner then get this transformation added to their original properties.
A linked duplicate on the other hand is a clever efficiency. It creates a new container, but inside this container instead of the ‘real’ vertex data, it points to the original vertex data in the initial mesh you duplicated. This is why your green triangles both say Cube.008. It’s the same data. It appears to be in a different location in the viewport because the container for this duplicate is ‘real’ so anything inside it gets the containers transform added to it when it is displayed ( or anything else the container allows).
The upshot to all this is that when your rig a vertex and bind it to a bone, that’s vertex level information, not container level, so the Cube.008 data … the vertices, cannot be assigned, at the same time, to different bones. This is why Unreal is saying there are no assigned vertices for one of the bones.
The wheels will need to ‘real’ before you do the skinning/binding. You can turn the linked duplicates into ‘seperate’ entities with this…
Someone may have a script/ add-on that automates this process, which will be more efficient than doing it manually, especially if it’s going to be an ongoing revision process.
Hope this was of some help.
As a side note - I was curious as to whether the fbx format retained duplicated linked info - and so far as blender import/export is concerned it does - which was a, pleasant, suprise. However, Unreal simply converts each linked duplicate into an unique mesh.