If you have custom textures, you need to make sure you've created a .material file for them. That means that you have an actual material file detailing that texture you're using, otherwise when you export it won't be there.
What I mean by this is, if I'm using a custom texture, say called "DataLog.jpg", I need to make a material file that has this has the texture.
Simply find a .material file in your my_objects folder and make a copy of it. Then rename it to like Wolfie Textures. Open it and erase whats ever in there and then create a custom coding for it. Mine would be:
material datalog
{
technique
{
pass
{
cull_hardware none
cull_software none
texture_unit
{
texture DataLog.jpg
}
}
}
}
You can simply replace the name of my files with yours to make it work, much like with anything. Then you can load up the material again in your object maker for the dens and save over the old ones, it will change all the things in your map and you can just re-export it.