i have tried it both ways, as a separate mesh, and one complete with creature + antennas
I don't think you can have a mesh with both skinning data and morph data - I've tried before and could never get that to work. I'd make your antennas a separate mesh from the creature's main body, then morph animate those antennas once they're a separate mesh. Export the creature's main body and main body animations separately..export the antenna mesh with morph data separately. You'll then need to attach something like a "Bip01 Head" Prn NiStringExtraData block within the antenna nif using Nifskope (look at how the doghead.nif does it, under the "Dog" creature's folder - copy and paste that NiStringExtraData from the doghead.nif).
If the antennas are not protruding from a head bone area, but some other bone, name the part in that NiStringExtraData that says "Bip01 Head", to the name of the bone you want the antennas to be attached to. These NiStringExtraDatas, are special, in that they tell disembodied "body parts" of creatures (aka body parts that are spread over several nifs and not within one combined nif), what bone these parts need to be attached to. If you attach the antenna to the head bone, using this method, and the antennas are still not sitting in right spot, tweak the Translation and Rotation data of the morph-animated "NiTriStrips" in Block Details of Nifskope, until the antennas sit on right spot. I know there's a way to exactly position such disembodied nifs in correct the first time, but I forget the exact steps needed, and how to calculate it all.
You'll need to set up the morph animations by plugging them by hand into an already exported kf animation (by using Nifskope), like probably used on rest of the creature's body. I'd just look at the "Dog creature in vanilla Oblivion, and see how the morph data is set up within its animations.
Koniption