Obviously, the costume Athena replaces depends on what you renamed the file. The list below will tell you which costume you will need to select to play as Athena.Peach
FitPeach00-Original
FitPeach01-Red
FitPeach02-Green
FitPeach03-Blue
FitPeach04-White
FitPeach05-Daisy/Yellow
As for Nel, what your describing is referred to as a T-pose. You're gonna get that a lot when using imports (models from games besides Brawl), such as Nel, so don't worry about it.If you expect help here, you should be a bit more clear with your descriptions...
~Are you using Riivolution or Gecko?
~If Gecko, are you using the File Patch Code?
~Make sure your directories are properly placed/named/etc.
This^^. People can't really help you unless you give them sufficient information. I did the best I could with what you gave me, but in the future, please make it easier on everyone (including you) and give us some details.