Have happened to me a few times when loading an appearance. I'll just set to default and then load the appearance again and if it didn't work restart VAM. I think it use to happen after using a certain scene I had. Same when the skin textures decide not to load. Don't think I've ever check the error logs to see if there is a hint to what caused it tho.
I've seen something like this before. Sometimes, Mendez the Goat by Blaspheratus would load up in a scene with a default male shape, not the demon shape. The only sure cure I found was to go into Package Manager and set the Mendez package to pre-load morphs. If these are local morphs, not in a package, then maybe you need to put them in Favorites.
The only time I had where it looked like skin textures didn't load, it was because Decal Maker was active, and had it's own textures loaded over the base set. It made tattoos refuse to go away!