Make sure the fallout.ini change with the DarNified fonts added is present. The initial user interface section in the FO3 guide is almost exactly identical to the one in the FNV guide. There is a lot of discussion about problems in getting the UI mods installed in the "Fear and Loathing in New Vegas' feedback forum that you might find useful.
The Unified HUD folder in Mod Organizermods should have a menu folder with "prefabs". There are 2 entries, "DynamicCrosshair.xml" and "includes_HUDMainMenu.xml". The latter is basically a list of the UI mods with menus (you can easily read it with Notepad++). The iHUD mod in menusprefabs has 4 folders plus AdvReconHUD.xml . The darn folder has duiF3Extras.xml and fooknvmeter.xml. In the "DarnUI Support for FWE" folder, 'main' has "hud_main_menu.xml", (ignore options folder) and prefabs has another darn folder with 3 xml files. The files I listed are the ones that have the most effect on the text displayed in the Pipboy and other screens.