Non power-of-2 textures - textures that do not have dimensions that are a power of 2 (2x2, 4x4, 8x4, 32x32, 128x256, etc) will not work properly with a lot of the most common shader hardware available today. Change your texture sizes to fix this.

Check filenames and paths carefully. There is a lot of datablock use and scripting in the TSE art pipeline. This will be reduced as exporter code gets upgraded. For now though, check your filenames and paths to make sure they are pointing to the correct files.

Map Materials to textures. If you want a shader Material to show up in game engine, you must first map it to a texture that was used in an interior or shape file. The mapping is done from the Material name to the texture name. See demo/data/materialMap.cs for examples on how this is done. Make sure you spell the Material and texture names properly!