Hi Juan,
Those 3d assets that you merge into other scenes are likely referencing images (texture maps) on disk. If the path to those images changes, than 3ds Max lose the reference to them and something needs to be updated. There's a few ways you can handle this:
1- This might sound obvious but try not to rename or repath the images and other assets. Preferably you would have one "master" asset location where you would always pool from.
2- You can add a custom search path to 3ds Max by going to Customize> Customize User Paths> External Files. All assets located in these paths will be discoverable by 3ds Max, regardless of what absolute path is set on the asset itself in Max
3- You can repath the missing assets in your Max file manually by using the Asset tracker: Shift+T(to open asset tracker)> highlight missing asset> right-click and select Set Path> locate asset on disk
4- Once assets are found, you can pull all referenced assets into the existing project folder by using the Resource Collector utility. Utilities Panel> More> Resource Collector. This tool will take referenced assets in the scene (bitmaps and photometric files) and copy them to the project folder's archive folder. If you enable Update Materials, the paths on the materials themselves will also be updated to this new location.
Ultimately, when merging many assets into other Max files, ideally you would never change the original assets, and their referenced assets (texture maps), location on disk. This is usually how larger facilities operate.
If you're merging from one project to another and you don't necessarily have a "library" of assets as such, than always make sure to bring over the referenced textures as well, not just the 3ds Max asset. It helps to have all assets pertaining to one project living in the same location on disk, the project folder.
Hope this helps!
Jose
