Hi!
It was a problem for me, too. I read somewhere next. OBJ file is special, pay attention to file name. For example, if in Sketchup 3D export to file OBJ, then file name should be written as follows: Can not be a space between words! Must be a dash (-) or an underline (_), and only English characters, and not an apostrophe (é, á, ö, etc.).
Since then there is no problem with textures!
(My experience, in several cases, is better quality DAE export and SH3D usage.)