Now that I remember to mention it, let's also point out that some models seem to have difficulties with their textures, which can result in no-textured models in game. It seems at least one model shipped with the game (or editing tools) does not have its textures shipped in the game assets.
Sometimes you may encounter such problems that only shader glows are displayed on some model, like the big generator in Kejim. In my experience this seems related to whether you use the model as misc_model or misc_model breakable.
So be careful and take care.