I find the x10 engine real finicky. The best luck I have with entities is to run them through fragmotion and make sure the the texture uses full texture paths. For some reason the textures get screwed up through ultimate unwrap for me. I also had trouble with entities not showing. Delete all your dbo files and try again. I found sometimes I had to place them a few times til they weren't invisible, even though it was the same entity. I had to go back to add new entity and grab a new instance. I have no idea why. I just got x10 so still getting the hang of it. I haven't messed too much with segements in it yet, but when I opened my old map the segments were invisible. I had the textures in the wrong place though. I imported them all into the x10 files folder in program files.
I know its tricky. I am assuming you are importing custom media, can you outline the steps you are taking to get them in? it will help to see whats going on.