I believe that the heroes models can now be used in the SC2 Editor directly, so no conversion is required. ( Until someone tells me I'm talking bullshit here ... )
I, for any reason you are trying to view the Tyrael model in the animation viewer, than that is your problem, it is a fluid animation, so no interuption is required, but the animation viewer re-initialises the whole each time, hence the animation hick up, meaning there is no problem here since this is not how the game engine plays animations.
Thirdly, if you are trying to do this from 3DStudio Max, you should consider using Global Animation Sets, this means the wings only need one animation cycle and it will seamlessly integrate in the rest of the animations.
So a couple of things here:
Hopes this answers your questions.
T.
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