This is a Hole:

Before I asked you if you used this button

to fill that hole, like this:

When I started to change the models, I filled the holes with this method, but when the game loaded the model, FFVII crashes, so it can be your problem. If you havent done it, then maybe the problem is an 'unwelcomed vertex' like this one:

that is generated generally when you export a model (I think). Load the part again and delete the vertex.
That are some ideas that I trough what could be the problem, but im not 100% sure. I hope that helps you a little at least...