uuh this was very hard to find !!!
here is the problem:
You accidently clicked on one of those buttons in the first pics!
Click on OB-button and you will see that there is no material bound to the object.
Another thing I saw, is that you forgot to set the timeline to 1.
By this you get an export with 200 Frames. Switch this to 1 to only export 1 Frame ( you have no animation yet )
and avoid large G3Ds.
By the way:
The number of vertices you used in your model are much too much.
If you create another model use much less vertices than you used here, its much too detailed
for glest and you will need big computers without any benefit to show many of these detailed models at once in a game.