Was following along in this RL video: https://youtu.be/a3aqWQ26KV0?si=WnPCuHp0M9py75Sw&t=33 
I downloaded the Sultan model (sultan.fbx) and did the import as described. The model came in fine, but contrary to what's stated in the video, the textures were not "already assigned." The texture files are there in a folder (sultan.fbm extension) alongside the model file. Using CC 4.4. Anyone know what the problem might be?
Thank you.

Downloaded FBX files are not reliable for importing your objects with texture.
A million things could be wrong and even if you see some of it appear properly, a lot more would never import - such as roughness, metallic, glow, opacity...

Availability of USDZ format makes me happy when I see it.
I know I could import my model with close to 100% texture accuracy (with Blender pipeline) in most of the cases.

This is a quick tut without comments to show the basic workflow (I have enabled a Screencast Keys in Blender).



Note: some models come with mesh errors and other inconsistencies which would prevent proper import into CC.
Addition work such as deleting loose vertices, correcting normals... etc might require.

Well, I downloaded an FBX, and if you look closely there is a difference between the texture folder content in tutorial and the actual one (texture count and naming convention).
Either developer has changed it or RL preprocessed FBX one way or another.

I made it all the way up to export to CC. The export button is disabled. The add-on is looking for an Fbx-key file.
I have a neutral.fbxkey in one of my folders. Perhaps it's not in the correct folder or named wrong?

Started over and all is well. Was able to export to CC.
All textures there!
Thanks again!