When reopening a scene the models can appear as cubes if the game settings do not include paths to the source MDL files.
This document explains why models can appear as cubes instead of props when importing VMF or MDL nodes.
All you need to know about getting your model scale correct.
Many new 3ds Max users have problems with the scale of their exported models not matching the scale in the Max UI. Here are some tips on solving that.
Anvil embeds reference to a script in your 3ds Max scripts folder. If that file is missing, there can be an error.
Anvil embeds some scripts for scene startup to protect displacements from being invalidated via improper manipulation. Older versions of Anvil referenced a file that could cause an error if missing.