Hello, I have a similar problem, it happens that when importing a character textures are not seen, but when I go to edit the skeleton if I can see them and honestly I do not know how to find a solution to my problem.
i am also facing the same issue, i cannot seem to find an answer, i have tried importing multiple times and only way for it to show the texture is by pressing on edit skeleton, even if i save this it still shows as a grey texture.
I found some time ago the solution of the problem and i just remember that this post exist and are people who have the same problem.
Here a video if the iamge its no very clear: https://youtu.be/laMj5nOYU4k