the ".shm" files are shadow maps. just uncheck "reuse shadow maps" on the render options pulldown in the document window. (btw, this feature is also in P6 for sure and maybe P5 too)

Poser has a built-in function for gathering everything for export, its "collectSceneInventory.py".  It puts it in the directory of your choice

Both 3DS Max and Bryce use a .MAT file for material presets.  3DS ones reference an outside map which is accessable, but the Bryce ones are kind of like a "roach motel" for textures (they come in but can never leave).  To the best of my knowledge, the only way to get those textures is to do a render in Bryce with the material applied on a plane.  But you might try the Bryce forum.

Just make sure you have the "Head" selected as opposed to "Body".  For the most part an FBM cannot be split.

I have attached a picture of split and unsplit morph.

Just left click on the arrow next to the morph and use "split morph" to divide into right and left parts

The figure is saved as a single ".CR2" file.  Clothing and bodyparts have like names (e.g.,"hip") so they will have a basis to conform to.  A figure cannot have two hips or necks or whatever, so you cannot "fuse" a figure without a major redesign.

Just press the "+" in a figure folder and answer "yes" when it asks if you want to save multiple figures.

Wardrobe Wizard will not run under regular Poser 4.  You need the ProPack version, since it is the earliest to support Python scripting language.

You have to purchase them from DAZ.  They are Unimesh based so textures are interchangable with that family (V3,M3,SP3,...)

You would probably have better luck contacting him through his store.  I do not think he ever looks through the forums because of not speaking english.

Would be best to ask the artist directly, but I would say that it is the Aisha Hair for V3 from Daz3D.

Probably the best course of action at this point is to message the merchant (As Shanim / Aery Soul) and ask what texture what used in the promo picture for that outfit.

The skin textures are Ivey & Yaara from the same merchant

If you don't actually put anything in the other frames they are not saved. It makes no difference in the size of the pz3 if you leave it at default of 30

The LWO in question cannot be imported into Bryce because there are no faces, only vertices (just like the dynamic hair in Poser 5). The tutorial at newtek is to illustrate an application of HyperVoxels which are a type of metaobject (similar to a Metaball in Bryce) You could get a similar effect using Metaballs and Booleans, but Bryce has no scripting capability at this time so each asteroid would have to be done individually. Another possibility is to make an Lscript in Lightwave to generate randomly sized and placed spheres as a single object and then use displacement and bump maps. Also you could use Terrains in various orientations to generate facades of asteroids (less polygon intensive).