Open up the explorer to bring up the scene root and press the little plus sign in a box alongside "DefaultLib_Scene_Material" to open up all the scene roots for that material. If all your nulls for weapons, abilities and everything are not there you most likely have deleted the wrong material.
If that is Ok, try disconnecting everything in the render tree delete all unconnected nodes and then rebuild your render tree.
Aside from that, if the above suggestions don't work it could be that your Phong has layers. I have never had layers on any of my models. I didn't know they were possible. Perhaps they are only available with SI 2011. and CovertDataXSI can't recognise them.
Also, I don't think there should be anything under you "cylinder" mesh node in the scene root
Hope that helps.
