The console (§ key, depends on keyboard layout) tells if a mesh is not loaded, and what mesh names are available in the DAE if something did not load. In this case, the mesh will show up if you add the "node_" to the mesh name in the flexbody section. It's not needed in the name, so you'll probably want to rename the mesh in Max. The mesh shows up after changing the name, it's just hard to find because it's just below ground and tiny (4 cm long maybe). Make sure you have the scale correct in Max, 1 unit = 1 meter, and Reset XForm if you move the object or change its scale or rotation. Use OpenCollada to export DAE from Max. The default exporter has problems, at least last time I tried it. I hope that helps.