Neither BMA or BAA have ever been tested with JRockit nor are we claiming support. Im not sure why it is having problems opening up a shared object file, but I would suggest to try with an Oracle jre.
And sorry to ask but did you check that on the proxy you can find the file /app/ngnd099/java/jre/lib/amd64/jrockit/libjvm.so
Yes file is there.
We have used Sun JRE instead Jrockit, it worked.