I've never mixed AI and PSD files in CH, but I can't imagine that would be a problem. Could you describe what's happening - how are you getting to that point? Are you importing a PSD file after importing the AI file? Is there an error message and if so, what is it?
This is a puppet drawing in illustrator, the jeans and shoes are until now a PSD file, when i open the CH file were this one is in, the name shows in the rig but the image is not there anymore