I think this is because the texture search path is (currently) not updated to add the path of your own library. For objects exported in GUID mode that's not a problem, but not for extracted models (which is the automatic setting when the object contains FSX animations).
You could manually edit the text file FSX\SimObjects\Misc\WHISPLACER_SCENERY\texture\texture.cfg
and append a line like :
fallback.3=..\..\..\..\Addon Scenery\MyFolder\texture
with the path where your texture are installed. Relative paths are starting at the texture dir, so ..\..\..\..\ go back to the FSX installation root.
It seems that you cannot specify absolute paths, like c:\fsx\addon scenery\texture, so
you have to guess the relative path of your textures.
In case this won't work, you could simply copy all your texture files (bmp or dds) to the SimObjects\Misc\WHISPLACER_SCENERY\texture directory.
I'll try to implement a workaround for this problem in the next releases.