Hi,
I am thinking of one way to do it, will do some test over the next few days to validate this:
basically, instead of attaching a fsm, I would create a prefab that I would simply add to the hierarchy of the targeted GameObject, and have the fsm system access its parent and reference it that way. Then you avoid problems of creating fsms at runtime. I actually do that already on one of my project but nevery really extracted the pattern clearly.
Bye,
Jean