For other people having difficulty with this, here's a minitutorial!  Yay helpfulness!   TL;DR (Expert mode) Add a node named NiStringExtraData to the .nif under the Scene Root, with Name set to HDT Havok Path and extra data set to SKSE\Plugins\yourXMLfilename.xml, for each mesh you want to tweak with a different file.   What is this for? While it is possible to run with a single HDT XML file, this can be unrealistic.  For instance, if you have a solid suit of armor versus a cardigan, you