Hi Sergio,
Although I am not sure, the issue you are seeing might be because the textures for the DAE are missing. When you created the DAE, were there some other files (jpg/png etc.) also created along with the .dae?
You could look at the DAE itself and look for the following node in there - this might give an idea about the missing file.
<library_images>
<image id="ID2731">
<init_from>folderName/textureName.jpg</init_from>
</image>
</library_images>
If the above is the issue then the fix could be simply putting the missing file in the correct location.
Thanks.