as I said, I never used Blender myself. but I guess it should allow exporting more than one animation at once. there is a wiki page for exporting from Blender for Bones, maybe that helps.
a quick look at to ninja.skeleton.xml file suggests that your hack at step 2 (ie manually merging animations) should work but I havent tried it myself.
your log output says animateSeconds is zero and in that case index will be zero. that may be relevant to your problem at step 3.
hope this helps