Your file has several problems. The missile and the rocket were two separate objects, you can only export one mesh at a time. Also all the objects were offset from the origin and had some scale/rotation, which causes problems for the exporter. I think that having animation frames for the mesh AND the armature would screw things up as well, you should only animate the armature.
Try fixing all of that and see if it works. You may have to re-do the animation as I noticed that when you apply scale/rotation the missile gets horribly offset from the rocket.
Sorry it took so long to reply, been busy with work and such.
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