UDN Case :
It looks like the function that checks if a notify state is already active (so it does not call to NotifyBegin each frame) does not check if the Notify Instance ID is different, so it discards the second instance.
Create two c++ anim state notifies of the same class
Add them to the same animation sequence as shown in the picture (each one has different data to log)
Run the animation and check the log, only one of them is logging output
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-168354 in the post.