I was able to get the same type of warning messages as you (Cufflinks complains that the BAM file does not appear to be in the correct format and there are warnings about invalid or 0 length cigar operations).
When I do a sam reheader, the warning messages go away and Cufflinks seems to operate just fine (I just pull off the header of the BAM file and give it back to itself). I know there is some redundancy with how BAM files store sequence name and length, so maybe there is something going on there.