Hi Pavel,
In your last screenshot, you would need to enable the Shaders button (the green sphere) next to the RTP button. It remembers these settings separately for each UI Layout, so when you switched the Objects layout it was turned off.
The next thing I would suggest is to increase exposure in the preview, just to make sure that the textures really are black, not just very dark. To open the exposure control, there's a square icon at the bottom left of the preview with a black-and-white "+/-" icon. Or there are many other ways you could brighten the objects, such as increasing the sunlight intensity or setting the diffuse colour higher than 1.
If the objects really are completely black in the preview, it might be that the surface normals are not being loaded the way Terragen expects them. But, as this is an Xfrog object, I don't think this is likely to be the cause.
Something else to bear in mind is that the RTP does not always update materials and objects - sometimes it needs to be encouraged to update by disabling RTP and then re-enabling.
Matt