Your biggest problem is that all your textures are not in a valid size.
They are all 516*516 when they should be 512*512. That's always going to give you an error, and you must have missed seeing that error when you tried to munge your textures. Incidentally, this is the kind of issue that (barring the files being uploaded as they were here) no one will ever be able to figure out simply from a description - you need to remember to use a little common sense when forming a query!
There were a number of other issues with the model, the biggest of which was that you used six different texture projections to texture your model.
For MshEx to work, you should be creating one texture
projection-
-and then multiple texture subprojections (as necessary).
You can create your UVs all one one unique UV map, but for something simple it's easy to simply use basic subprojections (and this is what you were probably trying to do with multiple texture projections anyway).
Also, keep in mind that you need to make the scene material local (this is mentioned in the MshEx tutorial) before you export. Yours was not, but that may have simply been because it was opened on my computer versus yours.
I went ahead and just completely got rid of your UVs and retextured it as described above and then exported it. It shows up just fine in SWBFViewer (which is usually a fair indicator of whether it will render in ZE).