I do not have Keyshot but like most software, procedurals in one program don't normally transfer to other apps.

In the Poser Scripts pulldown there is a Utility called collectSceneInventory. It will put everything in your scene into a single file folder. Keyshot may have better luck finding everything if you use the files collected in that directory. Again; just a thought. I do not have Keyshot but I use this method to import info into other software.