Ok, I finally landed on a solution. By adding the following line to the import_dae.py script: bpy.ops.file.pack_all() , the script executes the File > External Data > pack into .blend file and successfully converts the .dae model with textures. So far I have not run into any problems by adding that line to the script. Make sure you add that line before the line that saves the file. Also, saving the .dae in the correct directory, along with it’s textures is important. Let me know if this works for others or if there are any questions.
Basically this only means that you have a mess of references for your project instead of a central folder for textures or some proper texture atlases and you clean that up by sucking them all into the blend file ^^ Check out our docs on asset management: https://wiki.jmonkeyengine.org/legacy/doku.php/jme3:intermediate:multi-media_asset_pipeline#create_textures_and_materials
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