more than one mesh

On the latest version of Blender I create chess piece - horse. When I export it to the Unity3D, there is 2 head meshes without one. Do you know what is wrong? I don’t understand where is the problem?
I search on internet and test similar ansfears, but nothing. I drop all cameras and lights, drop and insert faces, recalculate normals, drop all materials and textures, create object in 2.6.0 version but still nothing.

My question on stackowerflow:
[unity game engine - more than one mesh - Stack Overflow][1]
[1]: unity game engine - more than one mesh - Stack Overflow

You have two problems here:

1)They are separated by material as all classical 3d engines perform draw calls by program(shader group)

You need to atlas textures into big one instead of separate

2)One of submeshes has LOTS of polygons so it become splitted to accommodate to index buffer size.

Optimize it. This mesh isn’t for realtime rendering.