I have cockpit for my He45C, so I can't test what's wrong.
I found DarkGlass.msh in He45/3do/Cockpit/I-16 folder that uses glass_dark.mat material. Thus I have 3do/Cockpit/I-16/glass_dark.mat somewhere in my IL-2 and actually found it inside fb_3do19.sfs, so it is included in v4.09m patch with early I-16 cockpits. It seems that those getting no cockpit for He45C seem to use old v4.08m or v4.09b1m version of IL-2, or there is something wrong so that IL-2 can't read that file in fb_3do19.sfs. However, that DarkGlass.msh is hidden for He45C cockpit, so you can open He45/3do/Cockpit/I-16/CockpitHe_45.him in text editor and comment or delete everything at the end of file starting from [DarkGlass]. If you're lucky enough to have just this one missing file, then you should get your cockpit working.
On the other hand, I noticed that this mod wants to repaint I-16 cockpits with stock textures and thus overrides any repaint in UP/HSFX if you don't have I-16 cockpit repaint in your MODS folder loading before this plane. Then I disabled Cockpit/I-16 folder in this mod and copied files causing error messages back in new folder with same name until He45C cockpit worked again. These are all files I needed in He45/3do/Cockpit/I-16 folder to load He45C cockpit:
Bf109F2ReVi.mat, Bf109F2ReVi.tga, Bf109F2ReViGlass.mat, Bf109F2ReViGlass.tga, Body1.msh, CockpitHe_45.him, Mask1.mat, Mask1.tga, pricel_5.msh, pricel_5_D1.msh, Reticle1.mat, Reticle1.tga, Z_Z_MASK_5.msh, Z_Z_RETICLE_5.msh
Thus all other cockpit files seem to be just unnecessary files of stock IL-2 and can be removed.