Most of the skins in RTW are in the .pak files if you unpack them by default they end up in folder path data/packs/data/models_unit/textures. The game does not read from there that is for your reference only, unless you choose to replace .paks with all actual files (not sure but I think that can slow game down). If you change things you need to move the new files and create folder paths for data/models_unit/textures etc, without the extra packs/data/ bit.

I'm not sure on textures, but for some things if the file name is the same then game still defaults to .pak first and ignores new file - if that is happening to you - change file name of new skin - look up old name in descr_model_battle.txt and change all instances to your new name.