Interesting... you try removing the files in the place and see if the skin shows up as vanilla? also just incase try saving the game if you do that...although I don't think that should change anything. After that, try it again. Perhaps the game's reading wrong what it loads wrong? ???
Also, it'd probably be a good idea if you take a stab at trying other wolf/lion skins on here, and see if they work.
You say you're on a fresh install. I'm guessing that means you didn't unpack everything.stuff? In that case, the skins of the creatures may be misnamed. Check and see if they're named properly (apart from other skins if you're choosing to try that).
Do you have UAC turned on? I'm not sure if conflicts with BW2 in any way (other games I've played seemed to, apparently) but that might be one reason. Shouldn't take my word for it though :no
These are just suggestions, I've never heard of a thing like this before -- You've probably already licked the forum clean trying to find an issue similar. Maybe someone from the staff will come on and give a hand as they're likely way more knowledgeable than I will ever be about this :yes
EDIT: forgot to ask, the lion skin works then? and wolf defaulted right as you installed the lion? I think that still deserves to be checked with other skins around here. Shouldn't take too long
