Ok ... Many bugs in SNAPSHOT (Of course) ... Anyway, due to a bug in opening the SceneComposer, I could not do a deep check on the file generated by the SDK. But the valet.j3o file, generated by SDK 3.1.0, ran smoothly (I'll do some more testing), but two other files (I used the same procedure to do the animation) did not run. Well I will do more tests with this version with other models so that I can finally give a verdict.
Ps .: I'm noob in JME and Blender, but I have a lot of experience in java.