Right off the bat I see a few things wrong with it.
In the package you have a Meshes and Texture folder. What you need is a TextureS folder, not texture. You should also create a sub-folder for your textures, same as the mesh.
..Meshes/armor/Subzero/ your mesh here
..Textures/armor/Subzero/ all your textures here
Now for some cleanup in NifSkope. In the BSShaderTextureSet block, the textures need to be directed to the textures in the format above in order for the game to see them. It also needs to be a dynamic link, not a static link like you have.
So the first texture should be "textures/armor/Subzero/sub_gear_a_017_d.dds"
and the second texture should be "textures/armor/Subzero/sub_gear_a_017_n.dds"
(without the quotes, obviously)
The game does not use a _ao texture so just erase that 3rd texture you have there.