The "shader not found" thing doesn't hurt your shader, but it is a bug that will affect radiosity (q3map2 -bounce) if you don't fix it. q3map2 uses the editor/lightimage to determine what color of light to bounce, and EasyGen doesn't assign editor/lightimages to terrain blend shaders in the default templates.
Unzip these (
http://rgoer.webhop.net/unzip_to_templates_dir.zip) templates to your EasyGen templates directory, and then start using the "wolf et" template when you export your terrain entity. These are much improved templates I made for Wolfenstein - Enemy Territory, but they work for any q3 engine game. You'll need to go into the terrain shader exported by EasyGen afterward and comment out all the "surfaceparm landmine" and "surfaceparm grasssteps" lines in the shaders (ctrl+h "find/replace" in notepad works wonders for this), and you'll also have to go down to the bottom of the shader and cut the baseshader definition from the end of the file to be pasted in at the very beginning... this is a bug in EasyGen that I've tried to get Franceso to fix, but he's a very busy guy. The important thing is: the baseshader needs to be the first shader in the file, not the last.
Use those templates, you'll get much better results.