First of all, thanks for the great tutorial, Hanaisse.
So, I'm getting a similar problem to someone about a month ago: Anything that I export using the Blender scripts will miss all it's UV data. BS Num UV Sets is set to 0 as well as all TexCoords in the UV Sets Array. The file is also missing Tangents and Bitangents.
I'm pretty sure I applied textures and material right in Blender, since it renders well.
What I'm doing to recreate the issue is this:
Prepare an example .nif file like in part 3 of your tutorial and import.
Add the texture image.
Add a material.
Export using the settings in part 4.
(Versions are: Blender 2.49b, NIF Script 2.5.9, PyFFI 2.1.11)