If you open the .dae file with a text editor you can change the path to the
material file. It's important to make note that the path in the .dae file, even with an extension like .dds or .png will be replaced with a similar path, but with .mat extension instead when loaded in Amnesia. So look for the .mat file as well, copy it, and edit it with the MaterialEditor. That's where you specify which .dds textures are actually used.
<init_from>file:///C:/Skolarbeten%20och%20diverse%20projekt/3d/projekt/Frictional%20Games/SVN/redist/static_objects/mansionbase/wall/mansionbase.dds</init_from>
This is in the original mansion base wall .dae file. What's important here is really only the file name itself: mansionbase. The path in here is obviously not actually used, or else this would only work on the computer for the author of this model.
<init_from>mansionbase.dds</init_from>
Make it like so and it will have the same effect.
<init_from>mansionbase.mat</init_from>
This will ALSO have the same effect because the extension is ignored. The .mat file is the important one.
If you don't want to use the MaterialEditor, you can just edit the .mat file specified in the .dae file with a text editor. Here you can change the texture file names (but I still recommend the editor if you're gonna add things like normal maps):
<Material>
<Main DepthTest="True" HeightMapScale="0.05" PhysicsMaterial="Default" Type="SolidDiffuse" />
<TextureUnits>
<Diffuse AnimFrameTime="" AnimMode="" File="mansionbase.dds" Mipmaps="true" Type="2D" Wrap="Repeat" />
<Specular AnimFrameTime="" AnimMode="" File="mansionbase_spec.dds" Mipmaps="true" Type="2D" Wrap="Repeat" />
</TextureUnits>
</Material>