As for animation names, the X format supports named animation sets, i.e. one X file can contain multiple named animations. Some exporters don't export animation names (that's the case of the default Blender exporter, as I understand). In that case, WME assumes the name of the X file is the name of the animation. It means, though, that you can have only one animation per one X file (you can still reference multiple X files in the actor definition file).
So even if the exporter doesn't export animation names, you can workaround this limitation in WME this way.