Nidalee's cougar form has no texture, she's just blue. Classic skin is fine and the only skin I've tried so far is Pharaoh. I will update if I have issued with the other available skins.
1 Enter a game as Nidalee
2 Get to level 6 and learn Cougar Form
4 This has occurred 100% of the time so far with the Pharaoh skin.
On a side note, any ETA on when her HP/MP is gonna get fixed while in cougar form? :P
Edit: Pharaoh Nidalee is the only one with this issue.