I see you are using 3DWS to model you map, if you look at the file type of the textures you are using they are
.stf which is the format used by the LeadwerksEngine and is not supported by GDK.
The way I get around this is to open the texture browser in 3DWS and set the view to the maximum (512 or 1024) and do a print screen, then crop the image in your image editor and save it out as into a decent format like png or something. Then just re-apply the new textures, it should work with GDK then.
Also, just to cover all corners the textures need to be in the same directory as the model, but 3DWS copies the textures to the same directory anyway so I'm guessing that is not the problem.
Edit: Just noticed the lightmaps are there so it's definitely the annoying .stf format that 3DWS uses.
Much good work is lost for the lack of a little more.