I'd still assume that there be something wrong with the paths. Although your setup looks quite okay, I'd at least have a try and simlpy copy all the map-entities into the same folder your level is in. Then simply open up your .WMP in Notepad and do a quick search-and-replace to correct all the map-entities' file paths. Open your level in WED again, recompile it completely and finally have another try.
Currently, that's the only reason I could think of... if this problem were related to the nexus, A6 sure would spit out an error message.