Open model in XNA Lara.

Select the model.

Export selected as .mesh.ascii (T-pose).

Copy all texture files to same folder as the exported .mesh.ascii file.

Open Blender.

Delete any other meshes from Blender.

Import the mesh.ascii file via Import > MeshAsciiExt (*.mesh.ascii).

Selecting textured draw type should show the model textured properly.