Hi Paul,
A few things:
1. you didn't upload your texture tif files, so I can't check the material replace me problem. Can you zip up you whole BP2 folder, with the .mtl file, texture tif files, object .cgf files and upload again? I don't need your level file.
In fact, when I try and open up your max file, I can see in the Missing External Files window (see attached) that your material files aren't in the correct directory, i.e. in the Barcelona_Pavillion folder alongside your .max file, .mtl file, .cgf file.
Fix this up and then upload again if you are still having problems - let me know how you go either way.
While I'm at it:
2. Your 3ds Max Units Setup settings are wrong - should be in cm, not mm, so when you bring your model into CryENGINE it will be at the wrong scale. Changing to cm, scaling it up, and doing a Reset Xform in Max would fix this. As I mentioned to Daming, you can watch the reset Xform process here in the Creating A Prop – Modeling And Preparation video tutorial, at the 12:46 minute mark. Scaling objects afterwards in CryENGINE can cause all kinds of problems. Not performing a Reset Xform can cause problems in relation to materials, rotation and scaling in CryENGINE.
3. Don't have hyphens and dots in your names of objects, files, folders etc
4. It's strange that you have linked a Group of objects to the main dummy - I wouldn't ever use Groups, you should be either attaching everything within the group to make one object or using the whole dummy helper method and linking the objects in that group to a dummy, which is then linked to the Main dummy.
Good luck! Let me know how you go.