One thing i do when the hair doesn't want to import into Vue:

Into P6, i export as an OBJ my posed hair. Import it. From the original hair i save a mat file in the Material room. Selecting my imported hair, i load this mat file, and all the original materials are fine ^^. After deleting or hiding the original hair, i can save my pz3 and import it into Vue.
It's a kind of work but it's the only thing i can do to avoid bald characters all the time ;)

My Store