Oh. hmm ok this is a bit old but.. well the x file is a standard model file. Its just that its saved in text format. Yes quite neat when you want to edit the names without rexporting. It may just be a bug somewhere, where it looks for the file/folder name or I'm just doing something wrong.
Anyhoo, this works. If you dont want to overwrite the existing textures. Create a folder in skybanks, eg myskies. Then copy an existing set eg \natural\Rnf into myskies. So you will end up with \myskies\Rnf. Replace the textures in that with your new tgas. Maintain the file names. Make the appropriate changes in your level settings.
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