I found the if you put your scene (pz3) into a folder, then use the CollectSceneInventory script, (comes with Poser), that bring all the textures to the same place.  Then Export OBJ into the same directory...thats it.

Holy Cow!  A quick test and buy?!!  Takes me forever to come to a decision like this...but I'm a miser.

EDIT:  I say that mainly because I have yet to get V4 looking good.  Objects look fine, but V4...not so much.  I'd love to see a, "load V4, this texture, export to obj, import into Octane, then do this, this and this to the materials and render, and it should come out looking like this"  type of thing.  I've been piecing together Paul's tips here, but my results are less than stellar....