I am having trouble adding an event to an imported animation. Looking through the website, I have found its possible after duplicating the animation. However, I make a copy and I am still not able to.
I had the same issue and was also unable to duplicate imported animations in order to add events. In the end I found a script that copied the animation into a new clip, that way i was able to add new events.
This thread discusses the issue, whilst this UnityAnswer contains the 'copy' script.