If the depth buffer is off, it's something with your way to create the gl context. jPCT-AE doesn't create the context by itself, it's up to the app to provide a proper one. However, it's still worth a try to do a setTransparency(-1) on all objects. If they are in 3ds format, the loader will load the transparency setting from the file and some exporters add a value here where none should be.