I don't understand why my textures failed to load and what could I do about it.
I haven't found any answers, please help.
Try putting them in the same folder as the FBX file that you drag onto FaceFX Studio.
If that doesn't fix it, check out the log files...something like C:\Users\you\Documents\FaceFX Studio 2018\Logs\XXXXX-fbximporter-log.txt. It should tell you where it was expecting to find the textures.