Are you talking about the Dynamic Hair setting in the Exporter, or the material setting for hair?  If the former, I doubt very much if the eyebrows and lashes are dynamic hair. 

 

The shadows are with little doubt because of the lights.  What type of lights are you using?  You might try a point light and scaling it up to 500 -1000 % to create a soft light.  Or use a spot light and define it as the sun and sky in the exporter. (Unless this is an indoor scene)