ROKEMA
Some models are having different pathes than "textures/xxx.Blp, for ex. It can be "Orc/warrior/Model/Orc.Blp", and if these textures are not in-game, you have to import them and change theirs path.
Some models don't need a skin, for ex.
rachnidianBlades by
Dionesiist . It's using in-game textures.
You can read more
Here, at Hive's Tutorial about Importing Models
TEXTOR
Maybe you gave a wrong path to the skin of this model, or you didn't import it.
Make sure you have imported all needed files.
war3mapImported\Turtle.mdx - you don't have to edit it.
war3mapImported\xxx.blp - your skin is xxx. You have to change skin's path, becouse its wrong and it won't work.
The path should be on the website with this model.
1st step is to import the model and change the skin's path, then save map, close WE, open it Again, and 2nd step is to set imported model to new unit, or just change the old units model.
You can read more
Here, at Hive's Tutorial about Importing Models