Hello,
My first bit of advice would be first to use the "remove zero weights" button in the skin modifier for the model in 3DSMax or whatever the equivalent is in Blender. I can't tell from the screenshots what program you are using.
If that doesn't work, try using a different importer to get to mdl / mdx format. Blender has a classic format mdl exporter and may have a reforged format exporter that I don't know about, 3DSmax has Neodex and griffon studios warcraft 3 reforged tools. If you use reforged tools you can backport to classic format with retera's model studio.
Another unrelated bit of advice is that you want your model to be in a T-Pose or A-pose on frame 0 in your 3D Modelling program. When I port models I usually import the model in a T-pose on frame 0 and import the first animation on frame 5, but it can be any frame after 0. That way attachments will have the correct rotation. You can also try Neodex's "Add start and end keys to selected objects" option after selecting all your bones if using 3DSMax to make your animations better
