I would think you'd be better off saving the figures separately, and if that doesn't work, you could always use a OBJ export instead of PZ3.
I'm not using Vue 6 - still on Vue 4, but even so, there were sometimes problems like that in Vue 4, with simple (although annoying) workarounds, the simplest being export as OBJ.
If you have favorite textures you use, you can save them to the Vue library after applying them, and after that process, applying them to an OBJ import is alot less tedious.