It seems to me that your english Windows doesn't support german Umlaute (ä,ö,ü) or the german 'ß' as file name characters.
Please check if the folder \OMSI 2\Splines\Nigthskull's Splin\ contains the following files (check especially the umlaut characters in the filenames)
+ the folder "Texture".
If the filenames differ from what I wrote please try to use 7zip for decompressing Bad Kinzau and the "Lärmschutzwand"-Splines. If it doesn't help, try renaming the files yourself (try copy-pasting the names out of my message (Ctrl+C) into the file names (Ctrl+V)).