I've faced this import- export problem quite a few times, so i feel your pain
I saw your screenshots using the bake to keyframes script, so far that method worked for me. The trick is that you have to use a fracture object instead of a cloner object. Then run the sim use mograph cache, duplicate the objects under the fracture object and then link these dummy objects to the simulated ones. Just remember to select the dummy objects when you run the keyframing script. There is a thread on this just google "mograph bake holy grail"
Btw. If the poly count constant you can use the realflow sd export plugin. It can store point Cache so you can use that with cloth simulations and several deformers. Then use the realflow sd import for max and you are good to go you dont even have to open realflow for that.
I hope it helps, pm me if you are having trouble.