Ok - two reasons the reflective group can't show up : there's no material definition for it in the the texture package, and also it's not referenced in the shape in the mesh file. What do you mean by "added a reflective group to the project file"?
This is fixable - but what bugs me most here is that the mesh is more than 10000 polys, and more than 2000 for one foot due to the very detailed bits... This is crazy high for a body mesh that the game will have to animate, and I'm sure that you could get nice results with less. But if you want to keep it like this, you'll need to upload it with a warning.
This aside, you should take a look at Sir Drake's tutorial
here about the settings for the material definition for a reflective group.
You can either edit the shape file with the new group, and add and link a new reflective material definition to your reflective group - which is a pain IMO - or regroup the alpha_3 and alpha_5 in a single group since they can use the same texture; this way all you have to do is edit the 3rd material definition and texture for the reflective group.
To avoid the rather delicate name issue for the internal linking, you can leave the regrouped alphas with the alpha_3 name and group comment, and use the alpha_5 name and group comment for the reflective group. Just change the opacity to -1 in both group comments, the other values are used for layering and aren't needed anymore. After importing the mesh in your mesh file, check in the groups tab of the GMDC: the opacity for each group should now be the hex value 0xFFFFFFFF - if not, change that too.
Good luck!