erm, i know this is a bit old
the bumpers are probably not paintable because you didnt give them any UVs to have painted.
the projshad isnt showing up because you need to have one rendered, there is a tutorial on here for rendering a projshad for your car.
your body kit problem could be a few things, it might be that you need to use smoothing groups, but without a picture of your car ingame we cant really tell you for sure.
perhaps we dont need a file of your car yet, but just a picture so we can see exactly whats wrong.
PS: what modeling software are you using?
I don't have a online TMUF account!
TMNF Username: blueblitzpup