The error message was shown in both essential and trial version but in trial version the images can be processed properly.
Help: Images not corresponding to skel in Essential version.
The warnings are OK, it just means the orange internal edges are lost on the meshes because Nonessential was not checked when the data was exported.
The meshes show up with a red "PRO required" image because meshes are a Spine Professional feature. Spine Essential does not support meshes. I'm sorry if this wasn't clear. We explain on the purchase page and there's a warning at checkout, but sometimes people miss it.
You can upgrade to Spine Professional from your Spine license page. Or if you would prefer a refund, please email us: contact@esotericsoftware.com