About the white window frame and ceiling texture, you're using "Blank_lightmap" instead of "Caulk". Both have the same image in the editor, but they are different. Look at the actual name of the texture, that's above the image. Use the one called "caulk", not "blank_lightmap".
About the black-with-yellow-grid, that's just an untextured brush. In the editor brushes dissapear in the 3D view if you go out far enough.