1) Henchmen require tech Henchmen which is limited to Altar racetype. You need to move them to another technology.
2) In your units, Generic_Avestian_Female, look at
<ModelPath>Gfx\HKB\Units\K_Female_Mesh_01.h</ModelPath>
it should be
<ModelPath>Gfx\HKB\Units\K_Female_Mesh_01.hkb</ModelPath>