Missing zipmods often means that the character card is downloaded together with them, often from paid Patreon posts and similar places. If you got the card off bepis this is common, usually those are distributed as compressed archives that have more files, not uncommon to be a hardmod even with unity files.
Blue skin happens when you do not have Graphics plugin enabled. start the InitSettings.exe and there enable Graphics mod, after you start game and any future run will have it enabled, it should resolve blue skin.
