Thanks for the answer. I found that there is no key for an attachment in the timeline in Goblin file. Once I removed my key I could set an attachment in my Spine file from Stencyl. The problem solved
P.S. What about Bounding Box in Spine and use it as a collision in Stencyl? Right now I am setting collisions in Stencyl, which is really painful with moving animation.
P.S.S. My Spine animation works great so far. I haven't noticed any lagging on my device. In Flash however it works awful. Quite often it doesn't play the full animation or doesn't mix transition between animations, but I guess it's a "flash thing"