It’s possible that the components which are not loading correctly are actually broken, because the files their URLs point to have been removed. The reason why it would still work for some players, is because they may have had that mod loaded before the files were removed and now have local copies of the linked files cached on their PCs.
To check if this is the case, open the mod in singleplayer and copy the URL it says it failed to load to a web browser. If you get a 404 (or another error message), the file has been deleted. Depending on where you live, its also possible that the files have been IP-blocked, if the mod creator used an external file hosting service.
You can try contacting the mod owner asking them to reupload their files or have one of your friends, who has their components cached rebuild the mod, while uploading the missing files to the steam cloud or another trusted host.