I believe you are talking about Specular Lighting and BumpMaps.
The MDL file doesn't actually point to textures, it point to .vmt files which allow the game engine to add metadata to the texture. For example
Using VPKTool, I open "<VYMB_INSTALL>/Vampire/models/character/npc/unique/downtown/VV/VV.mdl"
I notice that it points to "VV_body" and that the texture search paths include the directory models/character/npc/unique/downtown/VV/
So then I look in the texture search path directory:
and I see the file "vv_body.vmt"
I open this with notepad and it tells me about the texture:
In this case "vv_body" consists of the texture vv_body.ttz/vv_body.tth (converted to VTMB format from DDS using VPKTool).
It also uses skin_normal to define a normal map to provide bumpmap support.
You can also declare
If you wish to add shiny reflective areas to the surface. I think this is what you are refering to above, the way the wings arent as shiney as the body. So yes, it can be done. Specular lighting maps require a seperate greyscale image. black = no shiny, white or transparent = very shinny.
Final note: If you edit the Yukie model, be aware that her boots are currently broken. (Textures dont render). I hope to fix this by eliminating the boot (stretch the leg down to the foot.. hopefully the animation wont get messed up), but that probably wont be for several more weeks.