Wow, hold up, just found something to help you. If this is a little late, sorry, but I started having issues with those models too. Here's the solution, as posted by Lt_C on Facepunch.

"I've run into that problem when doing test compiles. I found that the first time that SFM loads new models, they occasionally start with broken eye and face flexes, with their face stuck in a sarcastic 'eye roll' look. I didn't look too much into it, though, because it fixes itself after saving, closing SFM completely, and reloading the dmx. Never happens again.

I'll admit, it's weird stuff though."

They aren't, apparently, but they are here. https://sfmlab.com/item/51/

Alright, so from the looks of things, this model was a part of a dump done by Lt_Commander. It's possible the eye controls weren't set up for this model. If that is indeed the case, then your options are:

1. use a different model
2. fix the model you have

If you post a link to download the specific model, I could take a look at it and troubleshoot it until it works. If I were you though, I'd download Lt_Commander's pack off of the workshop. I'm pretty sure it's on there. Should be the "sci-fi citizen's pack" or something.

I'll ask my friend/direct him to this question. He's the guy behind Leviathan Rising.

If the model shows up as the purple checker box, then re-add them and see what happens.

Try deleting the materials from the folder and starting up SFM.

How many bones does the model have in each limb?

Did you compile it under a different name specifically for SFM?

Drag the soldier's head control onto the cigar's root control lock box thing, click on the cigar's root control and drag "playhead" over to the right/

Could you share a link to a picture of this behavior?