Well... i use many mods, probably something like 50.
but i'm gonna post you the unit/reskin mods i've activated:


http://steamcommunity.com/sharedfiles/filedetails/?id=193654219 spartan royal guard
http://steamcommunity.com/sharedfiles/filedetails/?id=266618525 spartan legios
http://steamcommunity.com/sharedfiles/filedetails/?id=328079187 successor assault infantry
http://steamcommunity.com/sharedfiles/filedetails/?id=341671327 tenebrosi vigilum
http://steamcommunity.com/sharedfiles/filedetails/?id=319664634 lions of carthage
http://steamcommunity.com/sharedfiles/filedetails/?id=1173291128 white romans guard
http://steamcommunity.com/sharedfiles/filedetails/?id=576103853 ave general pack
http://steamcommunity.com/sharedfiles/filedetails/?id=291565386 roman oval shortpikes
http://steamcommunity.com/sharedfiles/filedetails/?id=296187707 roman oval shortpikes2

http://steamcommunity.com/sharedfiles/filedetails/?id=895006874 royal praetorian
http://steamcommunity.com/sharedfiles/filedetails/?id=212380096 roman archer
http://steamcommunity.com/sharedfiles/filedetails/?id=246680035 roman expansion pack
http://steamcommunity.com/sharedfiles/filedetails/?id=442730378 triarii after reform
http://steamcommunity.com/sharedfiles/filedetails/?id=309119426 imperial heavy cohort
http://steamcommunity.com/sharedfiles/filedetails/?id=253036896 macedonian guard


http://steamcommunity.com/sharedfiles/filedetails/?id=398634129 imperial legions 2
http://steamcommunity.com/sharedfiles/filedetails/?id=202574250 mafs elite units
http://steamcommunity.com/sharedfiles/filedetails/?id=516086938 roman pikemen
http://steamcommunity.com/sharedfiles/filedetails/?id=187140791 praetorian reskin
http://steamcommunity.com/sharedfiles/filedetails/?id=195013741 praetoriani praesidi
http://steamcommunity.com/sharedfiles/filedetails/?id=302959569 praetor evocati
http://steamcommunity.com/sharedfiles/filedetails/?id=316364064 purpuro custodes

http://steamcommunity.com/sharedfiles/filedetails/?id=330080715 silver shield
http://steamcommunity.com/sharedfiles/filedetails/?id=334192199 greek legios
http://steamcommunity.com/sharedfiles/filedetails/?id=340409954 greek legios 2
http://steamcommunity.com/sharedfiles/filedetails/?id=320100696 hellenic attendants
http://steamcommunity.com/sharedfiles/filedetails/?id=197958612 imperator satellites
http://steamcommunity.com/sharedfiles/filedetails/?id=345063994 imperial legions 1
http://steamcommunity.com/sharedfiles/filedetails/?id=323904688 imperator satellites 2

http://steamcommunity.com/sharedfiles/filedetails/?id=235660505 assossiation pack
http://steamcommunity.com/sharedfiles/filedetails/?id=372673696 agema of the achon
http://steamcommunity.com/sharedfiles/filedetails/?id=253913087 Alexandrian guard
http://steamcommunity.com/sharedfiles/filedetails/?id=315048444 Aquilis Praetor...
http://steamcommunity.com/sharedfiles/filedetails/?id=200272968 Augustian Eagle
http://steamcommunity.com/sharedfiles/filedetails/?id=680137512 Barbarians pack
http://steamcommunity.com/sharedfiles/filedetails/?id=277968028 Consular guard
http://steamcommunity.com/sharedfiles/filedetails/?id=282940610 darth ruthon pack
http://steamcommunity.com/sharedfiles/filedetails/?id=219034997 Eagle cohort reskin
http://steamcommunity.com/sharedfiles/filedetails/?id=664324409 easter kingdom pack


Context: Roman unit shields graphic bugged (black textures)

Aaall right man, that looks much better.
As you have the list, you could check it by groups, seeking to issolate the pack of the fail, doing it by ticking the aimed group of packs only and exclusively with no one more in the mods load screen. Once you have succeded in your first round, you continue the process untill you find out the especifical mod that does that (as one might imagine).

The effect you see (black over the whole item) is caused either by an inproper typing in the model file, or because the author forgot to include the texture in his pack.