It's very easy help. It looks you are downloading models from warehouse. I had the same in the past.
Every objects originally made for sketchup have the basic material which is mostly on gray color or light blue color. That's why you sometimes have gray or light blue material color as a result on your rendering. If you use this warehouse model for sh3d you have to open material settings on this model and choose "invisible" option for this gray or light blue material.
And voila problem gone
