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[Garamonde]

Ohhh. It's because you can't open .MTLs as models, lol. Those are the files that hold the texture information of the accompanying .OBJ, so don't worry about those.
As for why the .PSK/.OBJ are only loading his face, I have no idea. But since the submitter of those models is the TMR mod, you should try sending him a PM about your issue and he can probably tell you what is wrong. Good luck and sorry I can't help more!