With YABEE? I just loaded up walking.egg in Blender, and exported it via YABEE to two .egg files, and applied a light to the scene, and both the animation and colour show up for me. For testing, you can specify both files on the ‘pview.exe’ command-line, and press A to see the animation panel and L to enable a light.
Note that when you export walking.egg via YABEE, you get two egg files: one for the base mesh and one for each animation you defined (either as Actions or by defining them with start/end frame in the exporter panel). The base mesh would by default be exported as walking.egg, and the animation as walking-{anim-name}.egg, so if you don’t rename them they would be loaded as:
self.pandaActor = Actor("models/walking.egg", {"walk": "models/walking-Anim0.egg"})