I assume by "sample files" you mean .zip files named for each slot the sample WAV files will be in, where each .zip file includes the related WAV files and a formatted .grp file specifying the WAV file to key mappings (possibly via PXToolkit or 8Dio's Mapping Utility). Typically, the name of the .zip file would match the sample name, e.g., "02. My Percussive|Mallet Sound.zip." Also, note that those instrument slots start at 02 (as also displayed in the UI on the Prophet X/XL). The included .grp file would be similarly named. A malformed .grp file could cause a loading issue. Since other samples are loading, I'll assume they're beneath the /px/ directory on the USB stick.
Make sure your WAV files are 16-bit 48kHz samples. It might also be good to make sure no other chunks are included, just in case. I believe that PXToolkit will strip out the other chunks in the WAV files when creating the .zip file. I haven't seen an issue there, loading my own samples with my own tools, but good to be safe on that.
And, just to make sure, putting it in u01 will show up in the "User 2" sample group.
Don't know if any of that will help.