Ahh...That looks like something's gone wrong in the battle_models.modeldb file, is this happening to all your units or just certain ones? Which entries in the battle_models.modeldb file did you change, and if possible can you post it here as code in a spoiler, so I can have a look at it?
In the meantime I'll have another look at the HRE units in-game.... I'm positive they looked fine when I tested them out last night..
*Update*
Tested the HRE and Venice using the units that were changed and they look okay on mine, I recognise the parts that are using the wrong texture as belonging to the
Attachments Set.
Are you using any other mods that change the battle_models.modeldb file? As it looks like the textures being used are the final special heads_* instead of final knights heads_*. I'll be able to verify this once you reply, and I'll try and see if I can help fix it for you....
*Update 11:17 GMT*
I have some good news. I've managed to duplicate your bug ConstantinoXI.
The unit in your picture above is the Broken Lances for Venice, so I found their entry in the battle_models.modeldb file, and changed the code for their attachments from this:-
6 venice
66 unit_models/AttachmentSets/Final Knights Heads_venice_diff.texture
64 unit_models/AttachmentSets/Final Knights Heads_base_norm.texture 0
To this:-
6 venice
59 unit_models/AttachmentSets/Final heater_venice_diff.texture
59 unit_models/AttachmentSets/Final heater_venice_norm.texture 0
And suddenly my units looked exactly the same way yours do in the post above!!!..... What this means is that the replacement entries for the battle_models.modeldb file weren't copied and pasted for each unit you wanted to install correctly. If you don't know how to do this, or need help, then just let me know and I'll talk you through it. 