[Mod Iye]

well.....
you could try enabling
r_verbose 1
maybe this will get you some more info (it will definetly spam your log with info about every not found .tga and implied .jpg and all that stuff you dont care about) :)

Also, did you have these problem from the 1st time you tried running the game, or did you change [i]\r_ \com_[\i] or other system related cvars before?
(like was there a time you didnt have these problems, or did you do your setup before ever playing?)

[sergius]

As I mentioned before, this problems I've got after upgrading game and OS, unfortunately, I don't know, what upgrade exactly caused this. I'll try run with verbose.