if it's just about the shading error in pic 1: use micro (edge) bevels around the holes (universal solution) and/or the "smoothing" angle limiter in the surface editor (at least will be rendered correctly in lightwave).
for angle based smoothing, i still use wings3d's "auto smooth" function which splits up the model automatically, which makes unwrapping the model much easier and solves almost all shading issues.
speaking of importing, i just tried to import a fbx in 9.5, and the texture coordinates got all messed up. can you confirm that?