It should work nonetheless (if you do online check-in) if you have a park ticket card, so long as that card is linked to your MDX. If you are not from the US, I don't know if the online check-in procedure is any different.
The band does not become activated when you scan it for DME. That just lets the system know that you are in Orlando and it will text you as to whether your room is ready or not. If the room was ready before you checked in for DME you would have gotten a text anyway. I do late flights a lot and I have been alerted that the room was ready before I even left for Orlando. It won't work if there was an issue with your online check-in, but ideally it should mean you can go to the park and use your dining credits and tickets before you even arrive at your resort.
By the way, you can check in anytime, you don't have to wait until after 3. They are just letting you know that you should not expect your room to be ready before 3.
Credits are not loaded onto anything. They are a part of your room reservation and your band or card can read that reservation when it is scanned.
