Maybe the problem is in the object order of the file ( gp4 file of car ). Try to extract the car from cars.wad, with textures. Using GP4 Builder, open the gp4 file, and, in Edit options, try to "sort object list".
This could be enough, in some istances, to solve problems. In case You still got it,
when You save the file in GP4 Builder, as gp4 file, You can then open it with Zmodeler ( converting tex files in tgs files ). Check that in the object list any object ( in lod 0 there are 28 ) has the final number (0)....'cos is a bug from Author of car. In this case, just rename the object without final "
0)", before to save again it as gp4 file.
I know there was a Williams 2006 with this problem.