Textures go missing when the model file is opened without the image files it names. Press Open and choose the model with its .mtl, .bin and texture images, or the folder or ZIP that holds them all. When a file it names is not there, a dialog headed Some files are missing lists it before the model opens, with Choose files, Choose folder and Open anyway.
Each format needs different files. An OBJ needs its .mtl and the images the .mtl names. A .gltf needs its .bin and images, and without the .bin it cannot open at all. An FBX, 3DS or Collada file needs the images beside it, since textures packed inside an FBX are not read. A GLB carries everything inside. For OBJ, FBX, 3DS and Collada, pictures must be PNG, JPEG or WebP; a TGA or BMP is not drawn.
A .mtl file holds only the materials. Choose the .obj file, with its .mtl and texture images.
Its .bin is missing, and that holds the geometry, so there would be nothing to draw. Add the .bin, or choose the whole folder.
A file added from the dialog is matched to the name the model asks for, so the difference in case does not matter.
STL and many PLY files carry no textures. An OBJ's normal and bump maps are dropped too; only the diffuse colour and texture are read.
No. It is read on the device, and nothing is sent to a server unless you create a share link yourself.