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If you edit the .stl files, you will see the first and last lines have some Chinese characters (穿山甲). Remove those characters and resave the files and try opening them. I found those characters in:
Base.stl
Left_forelimb-pla.stl
left_hind_leg-pla.stl
pangolin_body-b.stl
pangolin_body-d.stl
right_forelimb-pla.stl
right_hind_leg-pla.stl

while the files:
pangolin_body-all.stl
pangolin_body-a.stl
pangolin_body-c.stl

were fine.