Drosa: The problems I saw was chaos. My screen would go completely crazy making it nearly impossible to see what was going on. This problem transferred to Windows when the game was shut down.
All of the problem I had with Jedi Knight disappeared when I added JK.dll from jkdf2.net/JKBot/JKArchive/JKDF2/Game%20Files/tools/PATCH/jkultimate15.zip.
Unfortunately, I followed the guide in OP and also this tip but still my textures are all messed up :(
EDIT:
I've managed to solve it. Here is what I did:
1. I have folder called 'mod' with JKE, JKE.dll and JK-Extension.dll in main JK folder.
2. I've moved the JKR.gob file from mod folder to Resource folder.
3. I've started a fresh game, when loading savegame the graphics were still messed up.