The game files are packed in linkdata files (mainly linkdata.A), to unpack them you have to use quickBMS with a script: http://forum.xentax.com/viewtopic.php?f=10&t=10025.
After that the 3d models will be extraced in DATA\PS3\Action\model and the textures in DATA\PS3\Action\texture, the 3d models are all these .bin files, and the textures are the .g1t ones.
To open the 3d models you have to use Blender 2.49b and the script you'll find here: https://mega.co.nz/#!osMSCbzD!ippTbekUy1hWBg-hofHw0YuFjGHgPVjONh1h-lz2yz0.
I suggest to copy the model and texture folders in the same location of the Blender script, the important thing is to mantain the 2 folder separated (don't merge them!).
Another thing, the full path to the model folder can't contain the word "model", that's because the script will replace "model" with "texture" to find the path to the textures!
For example I have my files here: F:\Kens_Rage_2_data\DATA\model, and all works perfectly because the textures are found in F:\Kens_Rage_2_data\DATA\texture.
If the path had been: F:\Kens_Rage_2_model\DATA\model, the script would search for the textures in F:\Kens_Rage_2_texture\DATA\texture and it won't find them!
Now, if everything worked as it should, after having loaded a model in Blender, a new folder with the unpacked textures is created inside the texture one.
I suggest to export to .fbx to mantain the skeleton, but if you aren't intrested in it I'd use .obj.
There's isn't any way to import all the materials set up correctly, you have to create and assign them using 3d Studio Max, open the Material Editor (pressing 'M'), select the images you want to use and assign it to the objects.
If you don't know how to do search for the official autodesk guides, they explain everything better than I could do!
Regarding the first problem, it happens because some parts can't be extracted, they use a different format and there isn't any way to extract them for now.
In these cases delete the deformed meshes and, if you want, you can manually create the missing parts.
Regarding the texture problem, the only thing I can think is that there is another texture to be used with some meshes
The folder looks ok to me, run the .blend file with Blender 2.49b, execute the script you'll find and load a file inside the model folder.
The textures will be automatically exctracted in the texture folder