The version of the 3DS format supported by Poser has a polygon limit (64K) so it's useless for exporting even a single DAZ figure let alone a whole scene.

Forget DXF.

If you must transfer by exporting, your best bet is OBJ or COLLADA.

Whatever export format you use, you will have to redo some or all of the material settings in Vue.

What was the problem with PZ3 import ?
What version of Poser are you using / have Vue setup for ?