Converting a model to a single mesh while retaining its colour and textures!

I am trying to make a UGC from this model I made in Roblox Studio entirely, but in order to make it into an UGC, I would need it to be a single mesh.

Thus came the issue where I exported the model from Roblox Studio as an OBJ file, then I imported it into blender. In the shaders tab, the colours are there, and the model looks intact and everything. However when I export the model into OBJ and import into Roblox Studio, there is no more texture. It becomes gray. So I am clueless to how to get the texture image/png.

I have searched through the forums and they were quite vague

You will need to learn how to bake textures via nodes.
There is a video on YouTube showing you exactly how to do this:
https://www.youtube.com/watch?v=wG6ON8wZYLc

It is very descriptive, so I hope this solves the problem for you!