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Are the textures in the same folder as the .obj file? If not try moving them there (ie not in a subfolder away from the model file.)
With the .FBX file is it putting a 'missing' texture in the opacity channel? Is there a way to edit materials for 3D items in Nuke. If so take a look there to see if there's an item in the opacity channle (Max sometimes does this on some imports)