@ring583: Textures are fine. Though some materials has custom format, so you can't preview or export models with them properly.
Here is how usual model from the game looks like:
https://i.imgur.com/jch0x40.pngHere is how materials are applied for your model:
https://i.imgur.com/T9IHgT0.pngIn case if you didn't see corresponding tutorials, here is small example. Export that model, open UmodelExport\Game\Enemies\Waifu_v2\tex\waifu_body.props.txt and scroll down to something like "ParameterValue = Texture2D'/Game/Enemies/Waifu_v2/tex/waifu_body_BC.waifu_body_BC'". Open that texture in umodel:
https://i.imgur.com/Curc31y.png - now you can export it as well and use along with other textures for the model. Repeat...
Long story short - if a model using custom material, you should re-create it manually in blender/max according to materials specs. Of course, Gildor is fixing stuff here and there constantly, but materials were never a top-priority for reasons (and that's why I also don't mention them in compatibility overview for a game).