SketchUp simply can not handle geometry at the small sizes in this .stl file. You must import these .stl files at Meter scale or SketchUp will fail to create the small faces without warning making the import non-solid.
Large models can take a long time to import. Disable the “Merge Coplanar Faces” option to minimize import time. People have reported large models taking 3-4 hours to import. If SketchUp is not responding and did not Bug Splat, you need to give it more time.
For reference, here is a link to the SketchUp model of the imported parts. I used Meters for the import. Each part took under a minute to import.
https://3dwarehouse.sketchup.com/model.html?id=ud8c63aca-fb5c-4dd3-994e-950738defe28
