Make sure your shader file is in the etmain/scripts folder and that your textures are in the folder specified by your shader file. It also might help if you posted your shaders here so we can check them for mistakes.
if the textures weren’t at the good place, i think they wouldn’t load when i use the shader in GTKRadiant 
I tried with just one shader a few minutes ago. basic. I didn’t used the sky shader, just to be sure 
here it is
textures/mydiv/27350
{
qer_editorimage textures/atex_div/27350.tga
surfaceparm metalsteps
{
map $lightmap
rgbGen identity
}
{
map textures/atex_div/27350.tga
blendFunc GL_DST_COLOR GL_ZERO
rgbGen identity
}
}
Make sure they end in .tga even if they are jpegs.
perhaps you meant : in shader file.
yes that’s what i did. Sometimes, using .tga in the shader file, even for a jpg file works better, that’s what i noticed, too.
EDIT : also i removed all the custom maps from the etmain folder.