“Unable to load song, skipping” almost certainly has something to do with the MIDI files. Either they are not found at the location indicated by the DTA file, or they are not encrypted correctly.
I would have thought that you just copied all files to the wrong folder, but you mentioned that you can hear the audio preview, right? If you can HEAR the songs while scrolling the list, then they are in the right location. If you on the other hand cannot HEAR them, you copied them to the wrong place. They should be under /dev_hdd0/game/BLUS30463/USRDIR/HMX0756/songs/ if you have the NTSC version of the game, and under /dev_hdd0/game/BLES00986/USRDIR/HMX0756/songs/ for the PAL version. Note that it must be “songs”, NOT “song”, “SONG” or “SONGS”. And in case it’s not clear, under this target folder you shall copy the songs.dta file and the folders generated by the PS3 converter (don’t take the files out of their folders into the parent folder, and don’t rename the folders), basically everything you find under C3CONToolsv400\ps3\Merged Songs, after running the PS3 converter.
Always use Type 3 encryption, and make sure your PS3 is really NTSC (have you tried PAL?). Renaming files also causes them not to be found, but I don’t think you’ve done something like that (why would you?). The fact that ALL customs give you this error means they share the same reason however, so once you nail it they will all work.