Do you know what the textures are called?
Search for the first part of the name. See if you have all the textures you used listed in the file. If some are missing, then you know that the problems is with Wings 3d.
Open the 3ds file in a text editor and also search for all the textures.
I don't think Direct x does not support multiple textures on a single mesh either.
I'm afraid there has always been problems with art pipelines in game engines. I don't actually know a workflow for DBPRo that actually works flawlessly! (except perhaps 3dsmax->panda exporter->DBPro and maybe milkshape3d).
I use Softimage XSI and the above technique works until I try to use the Dark lights on it and then I discover the exported polygon normals ("directions") aren't right.
So either I don't rely on UV mapping and CAN use dark lights or I rely on the UV mapping and I can't. But I want both - so at the moment... i'm stumped (and don't have the time to waste on technical issues!).
To be honest, I'm as frustrated with it as you are!!
BLACKMESA:SOURCE - mod for HL2 - Texture Artist
BIRTHSTAR:FRONTLINE - Texture & Environment Artist