Yeah those videos are very helpful. However they don't really go into why the importer isn't applying the textures itself. I was under the impression that the importer would apply SC2 materials automatically like the 2010 one made by Nintoxicated.
It also doesn't really explain why particles aren't showing up on import.
You need to import Tychus model (m3) first, next import the m3a file and it will apply the animation to Tychus, note that when exporting to FBX ( for unity) you better remove the key frames you don't need, because exporting to FBX, it exports everything and the file becomes huge..