I have found constraint names also shouldn't contain a ':', I also avoid \-+? etc
The latest implementation of gurobi is stricter about testing the variable and constraint names, as before it would often output an LP file it would be able to read, but would represent a different problem then the one that generated the file.
For instance two variables that share the same name in the original problem would be combined in an LP file.
in Gurobi 6.0 the LP file generator will now throw that warning, and then change the Variable names in the LP file to a default unique string.
Stu