action method is not invoked if validation and/or conversion are failed. It is not a Ajax specific. This is like the standard JSF lifecycle works.
It save your time if you put h:messages on the page during the development time at least:
<a4j:outputPanel ajaxRendered="true"> <h:messages /> </a4j:outputPanel>
Also, it is helpful to have a phase tracker. It allows to understand where is the point the regular lifecycle is aborted.
Returning back to your code:
Try to surround the selectOneMenu with <a4j:region>. It allows to bypass the validation of other fields.
P.S. I do not see the reason why you surround the second selectOneMenu with outputPanel. You can point to the second selectOneMenu id directly from reRender of the first a4j:support
That took care of the problem, thanks a lot.