[MAGNAT2645]

1) Make sure that you have correct file path in boss config
2) Make sure that your files exist in server's models folder
3) Make sure that you have installed files to correct directories (as in your boss config) in TF2 root folder (you can install it from server if you have FastDL host and put it's domain to sv_downloadurl, or manually into tf/download OR tf/custom folder)
3) Make sure that server has precached your files (use dumpstringtables command, also you can use sv_precacheinfo command).
4) Optional: Make sure that server has added your files to "downloadables" (again, use dumpstringtables command)

You should check your error logs. If there's no any of your files in modelprecache table (dumpstringtables) it could mean that you just haven't set up your boss properly.

That's all I can think of at the moment.

EDIT: Also, check characters.cfg, maybe you just forgot to add your bosses to the list.