I haven't seen this before so I all I can do is guess.
Make sure your textures are .dds format (thats a given, I know, just spitballing). I don't assume that a model like this has lod stages so thats probably not it.
The most likely issue is that you have not done this, (copied from my tutorial)
* Its crucial that once you baked the lightmaps you exit test game mode, SAVE, shut off GG completely, reboot it and then get back in game to see the lightmaps displayed properly.
Lemme know if this helps and good luck!
-Wolf