I will try to help you.
About your issues :
1) I have checked a simple model step model and I was able to import in Thingworx Studio.
So, I suppose that the problem is related to the data itself.
What are the error messages reported in the log ?
You can find them when running ThingWorx Studio, a dialogbox is opened, inside it click the link View Logs.
2) Do you have the same result as in the first issue in ThingWorx Studio ?
Are you able to import them in a third party software ?
3) What are the exact steps in Creo Illustrate 3.1 ?
Are they ?
a) Run Creo Illustrate 3..1
b) Import a stp, .iges .igs or .stl file inside a new Illustration
c) Save this Illustration
d) Publish a .pvz file
Thanks in advance for your details.