I’m sorry to hear that it didn’t work. That’s very unusual. I have been here a long time and it’s the first time I have seen something like this. Maybe there is something you can do with Max export settings. Something else you can try in ZBrush is resetting the material. “Flat Color” in the Standard Materials palette is used to reset the material. Follow the same steps that I posted in the image above only this time, use the “Flat Color” material instead and then FillObject. After that fill with a another material like “Basic Material”.
Also, after you import it, click “MakePolyMesh3D” button. When importing something, it’s also a good idea to select the “PolyMesh3D” primative first, then the import will replace it.
@Spyndel might have a better idea.