I had the same problem with the lighning effect. You need to add a 100% white Roughness Map (_RN) and a 100% black Specular Map (_SP) to your zip file. If you use Normal maps too this both additional maps should have the same size as the texture with the base color (_BC). Have a look at this Tutorial-Series by Ms.RedNebula, it has helped me a lot: https://www.youtube.com/playlist?list=PLshuUOVf3Xgo120YncVf2zLascxojnAXY
Also, make sure the rotation is applied (to all LODs and the armature, if you have one), as that can cause Planet Coaster to interpret the lighting as coming from the wrong direction otherwise.
If you're working in Blender, select the object and check its rotation in the right-hand panel (press N if you don't see the panel). If any of the values say anything except 0 degrees, apply the rotation by going to Object -> Apply -> Rotation. (It doesn't hurt to just use Object -> Apply -> Rotation & Scale, since it can cause sizing problems if the scale is off too.)