Well, I can't offer any suggestions on the export times. I don't use 3dmax, so just don't know what's up with that one. I actually use softimage xsi for what models I've played with, and it takes at most a couple minutes.
When it comes to the textures, this thread may help you a bit with working out what may need changed where: https://forums.sinsofasolarempire.com/162482 Although I obviously don't know if you've already read it, or other threads like it. I've had the same problem with the gray blob from a distance with some of my own models as well. Not yet sure the reason behind them. But I also only have placeholder textures on those ships too (I'm not much of a texture artist, so the process of making nice-ish ones for me is pretty slow), and have generally ignored the problem so far. I *think* it may have something to do with reflection, or perhaps the tangent map, but I honestly just don't know yet and could easily be wrong. I'll have to try figuring it out later when I stop being lazy about working on textures.
With the fire stuff you want for those lasers (which I think actually look pretty nice off the thing as it stands in that picture), you'll honestly have to play with the particle forge for that. I'm no help on that one, can't make heads or tails of it yet myself.
I'm curious what the problem is exactly with the ConvertData though. I guess it depends on just what you're trying to convert which way. If it's the .mesh files to/from text/binary, it really shouldn't have any problems. But, without knowing exactly what you're doing with that one, I'm not sure what to suggest.