I guess that depends on if they are bone driven animations or not.
For skinned boned meshes: PS_2_0 folder skinning_norm_spec.fx or any of the other that have the word bone in them.
If not then bumpent, or illuminationEnt
This is also guessing you have stock shaders only.
Open the shader in note pad or view the shader code in dark shader, and verify the map files needed.
You have probably done this already. So if this fails, try and cause a lightmap update, or remove the entity from the map save the map and clear dbo and bin file for that model and bring it in the map again.
BTW Does this object act the same in a new map?