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Hello,
You can export  animations as fbx and you can import it to Blender without any issues.  But  you may use some plugins for animation controllers for Mannequin.

I want to use it on Unity, so I guess it would work using it in blender and then importing on Blender

I am not sure about the best practice between Unreal and unity but I may suggest an alternative. 
First import the Unity model to unreal , then retarget the animations to the new model and export it . then directly import the animations to unity. Theorically i might work :)