I have the same items you mention in your list, but can’t even get to the point where the BT Mate shows it is connected (green light). I’ve read other posts on the lilypad + BT Mate issues, but can’t get a hyperterminal to connect to the COM port going out to the Mate. Can you indicate any special steps you took to get the connection between your PC and the Mate? (My BT manager says the Firefly device is ready to use, but the green light on it never shows).
Are the leds on the lilyPad(green) and the stat led on the bluetooth(red) on and blinking?
Try holding the reset button the lilyPad while uploading a sketch then release. That seem to get the bluetooth engaged and that is when I got the warning.
I’ve tried on Mac and Windows and get similar errors. Both recognize the serial port. When I start the upload the green light on bluetooth mate goes on a couple of seconds.