[Pierre Caron]

Where are your textures located ? on a local hard drive or on a network drive ? Make sure the path to the textures on the materials you use is correct and available from any machine on your network.

I think that SW plugin does not check/read textures when importing a material but Studio does. That's the reason why you get the message only when you open your scene in Studio.

Try to open your materials with Material editor, if it can't find textures locate them and save your materials. The next time you will use these materials in SW and you open your scene with studio you should not have this problem again.