When you've got trouble with a .mdx, you do the following:
1. address a thankful thought to GhostWolf who made the mdx sanity tester and made it available to folks like us
2. use the sanity tester
3. address the issues the sanity tester returns
checking the zipped mdx files, the tester says the following summary message on errors and warnings:
HDGutz1.mdx: Found 13488 warnings
HDGutz2.mdx: Found 14080 warnings
HDGutz8.mdx: Found 14080 warnings
HDGutz9.mdx: Found 14080 warnings
That's an impressive number of issues, and if i were to check the models posted in the opening post, I would find even more trash inside (because i'm sure chaosium fixed the most critical of errors).
Mental hygiene warns against trying to solve all these issues one by one.
Now I'll tell you how you fix it, my friend: instead of using the demoness as a base model, please take the simplest doodad you can find as the base model instead. Import your super duper mesh into that, and I bet you'll be able to solve your problems. Good luck!