The geometry in the 3rd image cant be imported as is, in the static structural, you will need to stitch in SpaceClaim.
Another way of doing this could be, exporting an STL from Mechanical (2nd Image). Please make sure the scale is set to True scale for the result, beforehand. This option exports whatever is visible in the Graphics window of mechanical. So if the result is scoped to a single body, that single body will be exported.
Bring the STL in SpaceClaim and covert that to solid without merging the facets, and then in Mechanical you can use Virtual topology to merge small faces.
-Aniket
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