I continued trying and solved the problem by using a model extracted directly from the game. Sometimes the error object appeared again, but at the end seemed to work just fine. So I guess it's something not related to the model or the format.

Either way, thanks for the clarification, It's good to know it.

I exported a model of a hat using Blender Source Tools versión 3.2.5, but when I try to import it to Blender an error object appears instead.

I'm new creating items, but I followed a tutorial and the only step that is different is the versión of Blender and Blender Source Tools, so I'm posting this to know if this change could be the problem.

https://imgur.com/a/wTXXPSS