Currently there is no way of setting a new texture on anything that's a proxy model referenced by its parent.
A fair number of ArmA's vehicles make use of proxy models to change, most frequently, the 'cargo' on the back of trucks (Kamaz, HEMTT, Tempest, etc). This means that any of the variants which use proxies (i.e. the covered) cannot have their textures changed, and thus cannot be re-textured.
This is completely not in-keeping with the mod-friendly attitude BIS is trying to actively encourage.
There is a forum post here which perfectly demonstrates the issue: http://forums.bistudio.com/showthread.php?123652-Relation-between-hidden-selections-and-setobjecttexture&p=2003047&viewfull=1#post2003047