OK, a simple solution for engine preview probs whatsoever.

A model created in MED and skinned in MED is shown in engine preview correctly.
However if you have an imported model from other (various) formats and the model is not shown correctly in engine preview , especially a DXF imported model, after skinning save it to MD5 or MD7 format and reload it.
Note that you need to skin your model correctly and have the settings of the skin correctly also to avoid any problems.

Neodumont