Having never used Carrara, I can still answer this partially. I have an older version of Vue (pre-.pz3 import), so I export everything as a .obj. It exports as solid stuff, but you can use the material editor in Vue and load the transparency map to make everything look right. In Vue, however, there is also a problem of things casting shadows that shouldn't, and that screws up how things look (eyes, eyebrows, etc). So, my short answer is, I'd check the material editor in Carrara (there is one, right?).