Is it showing any errors in the Sketchup > Menu > Window > Ruby Console - open it before running the exporter so you can see them.
BUT you say it works if you double-click the cmd file ?
The command file contains the full file paths to the Octane.exe and the OBJ file so that shouldn't be an issue.
AND it works OK when manually executed.
Can you try this test...
When it has made the files make a copy of the octane.cmd file.
Now shut the exporter dialog and the tidy up should remove the octane.cmd file.
Now rename the copy as octane.cmd.
Open Sketchup > Menu > Window > Ruby Console and type thisUI.openURL("file:/path_to_cmd")
You must keep the capital letters and " exactly as shown.
The 'path_to_cmd' needs to be replaced with the actual path to the octane.cmd file in the formX:/My_Folder/My_Project/octane.cmd
where 'X' is the drive letter and the rest of the path - Note the '/' separators rather than '\' - if you want to use '\' you must 'double them' as '\\' each time
Report what happens... even if it does open the OCS please paste the text from the Console...
The 'openURL' code is exactly as used in the tool so it should return an error if it's not working ?