I can't walk you through it because I don't use them, I use only what the game has already for graphics. However, this is definitely a different scenario than normal for when the game shows a message about missing mods. In this case, because there are actual visible symptoms, the skin color issue, it is actually missing. That usually means the game can't read it, which is usually due to moving a character from one repack version that has the skin to another version that doesn't. In your case, because you have the files, it may be a bug or file corruption. The first would mean you have to wait for them to be updated, the second just needs a new copy, which you get by downloading the skin files again.