I think Poser can handle texturing different material groups within a single mesh. I don't believe Bryce can preserve that.
Do you get same results when you export as 3ds?  I don't know all the details of import export off the top of my head, but I seem to have better luck with 3ds exports.

Also, do you use direct interaction between DAZ and Bryce (The DAZ button in Bryce), or do you actually create an OBJ out of DAZ and import into Bryce?

When doing original export out of Rhino, I probably wouldn't have put all of the objects in one file, but have tutu in one, and shoes in another. That way (I think) they come across as separate meshes in Poser.

I'm not completely confident I'm right on this stuff, I'm sort of vaguely remembering a few instances where I was battling with similar things. Maybe this gives you some ideas....

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