I've got a problem along these lines. When exporting a test (just a 1-meter-square cube) with a square 512x512 .dds texture, the model renders properly except that no texture is applied (instead taking on the ground texture, or an arbitrary pink texture with a partial toolbar if I turn off the ground). The log file states that:
Creating material file: 'C:/Program Files (x86)/Steam/steamapps/common/amnesia the dark descent/blender/Rubber0044_2_S.mat'
No file for 'Diffuse' texture type found
No file for 'NMap' texture type found
No file for 'Specular' texture type found
No file for 'Alpha' texture type found
No file for 'Height' texture type found
No file for 'Illumination' texture type found
No file for 'CubeMap' texture type found
No file for 'DissolveAlpha' texture type found
No file for 'CubeMapAlpha' texture type found
No file for '' texture type found
This appears to be the only area with errors. I understand what it's telling me, I just don't understand how I'm supposed to fix it, given the so-called "texture types" are a function of Blender.