Is that a headband you've imported? One of the models is dark blue to indicate Blender couldn't find the diffuse texture file. You need to locate the diffuse, normal, and possible the tinting texture files for the model in one of the Materials folders and move them in the same directory as the mdb file.
The three models are likely for different levels of detail. Do two of the packets have a _L1 and _L2 at the end of the name? That indicates the Level of Detail. When it is seen from further away, a lower level of detail model is used to reduce the workload on the game engine. Normally they appear at the same location, so I guess you've separated them out.
IIRC, the large triangle shape is for storing the helm hair hiding behavior parameter. If you click on the lighter blue face in edit mode, it should indicate the type in the materials properties.
I'm mostly familiar with inserting placeables into the game using the placeables.2da file. I haven't done much with hats yet. My suggestion is to look at somebody else's hat pack and see how they did it.