If you're lucky enough to be able to find a format that MDX/L can be converted to (try
Biturn) and Blender can import, as well as the other way around, then you may or may not be able to use it. I don't know anything about Blender, but as far as I know no one has ever used it to edit a Warcraft model. Editing things other than simple geometry with Blender won't work.