What ever file type it shows in the material file for that part of the preset that's the file type you save it as. So example in the part of the material coding for mane it shows mane file as png then you save your mane file as png file type. As for the body parts of your preset like the head, body, eyes, & tail those should be saved as jpg file type. Once you've done that just be sure the names of the files correspond to their coding in the material file.
If you continue having trouble you can send me your preset's files and I can try fixing it for you.