If you aren't subscribed to the asset used, what usually happens is that it just doesn't show up in game. If one is running a mod like Loading Screen Mod, it will tell you in its report that a texture couldn't load.

There should be a functionality in the steam workshop that lets you put required items in the sidebar, and that is usually the best way to make it clear if more mods or assets are needed to make the item work or show up like intended.