Try a skin much lighter than that black.
The 3D view shows the skin on the model.
And, the Skin Editor shows that the mesh is actually on the same picture.
This means everything is fine and, probably, you can't find the model in the engine only because the black color is invisible.
If this is not the problem, you can try this: switch to Group Mode (the mode besides vertex mode and bones mode and triangle mode), select all and click Edit --> Merge Groups