The problem is that these spiders use an activator that needs to use a model with collision (according to a very old web page I found a couple years ago when I posted about this error). It doesn't really matter what model is, so I made a little patch for myself and just put in "m\Misc_Index_Master.NIF":
Record: ACTI "plx_spider_bomb_marker" Flags:0x0000 ()
NAME: ID:plx_spider_bomb_marker
MODL: Model:m\Misc_Index_Master.NIF
FNAM: Name:
SCRI: Script:plx_bomb_exploson
Record: ACTI "plx_spider_shock_marker" Flags:0x0000 ()
NAME: ID:plx_spider_shock_marker
MODL: Model:m\Misc_Index_Master.NIF
FNAM: Name:
SCRI: Script:plx_bomb_exploson2