Hi vlau...thank you for your help!
I found out what the problem is. It's easy when you knew it, but until now I used only an older version of my A6 Prof. engine. So I did one export with the malabar export plugin and the same model again with an older export plugin for max. The goal was, that the export with the older exporter makes no prblems. So I'm searching the differens between these both models and found out, that malabar exporter sets the skin to 32 Bit by default. In MED you can open the skin settings now and change them to 16 Bit. 32 Bit skin A6 reads as a skin with Alpha.
So at the screens you can see my prototype actor with shadow and no transparency.Also the other MDL's are shown with shadows and in right sorting now.
Bernd