I think you're doing things unnecessarily in terms of using the Library to save your completed figure.  You can save a partial PZ3 scene where you can only export the figure and clothing without resorting to saving them into the Library; it's similar to saving a scene except you choose what you want to export.  It can be found under File > Export > Partial Scene.  

To be perfectly honest with you, that skin shader is a complete disaster.  It has colored chips that are no longer necessary, there is an active ambient channel that shouldn't be and the Reflection_Lite_Multi check box should not be checked.  This is a very old Material Room hack that should no longer be used.  I suspect that this is why textures are not loading properly when you load the figure into the scene, it requires going into the Material Room and selecting each body zone to persuade the textures to appear.  I have seen this happen before.

BTW, you do realize that you are in the search section of the Library.  If you want the different categories, you should be in the Library Tab for saving figures and props.