Could you post your uv layout in UV Viewer in Mudbox please? And one sitenote, it´s not that it´s complaining it´s just, that if parts of your uv layout are not in the 0,1 uv Square/Tile. To get rid of it, you have to stack them together in one uv tile(if it´s just mirrored geo)
It´s perfectly normal that these parts get transparent, if you apply the maps in 3dsmax or whatever it will show the whole thing. Take a look into the mudbox help, if you want to show all textures at once, mudbox just makes one active for performance.