I thank you for information on scene convertor.  I didn't know it came with VRay, I thought it was something I had downloaded from somewhere and forgot.  Mainly because it never worked right.  Now, I go to see what stopping it and see that converter not understand "Strauss" method, so I change to "Blinn" and it converts all the way through.  It doesn't handle certain transparencies for me, like the EyeSurface so I fix manually.  For hair, I think Standard material with Strauss is better than VRay with Blinn.

I cannot duplicate the problem you are having with my own system (Max9 with VRay 1.47), so I don't know where it comes from.