Hi everyone, first of all thanks for the comments. ;)
Kramon - After doing some tests I have found the collada format works very well between Modo and 3dsmax - Corona. That way I preserve the instances models from Modo and UV works very good.
I export from Modo in collada files, if needed I divided the scenes in order to open properly in 3dsmax.
So that is my workflow:
Modeling, UV, texturing, I paint textures if needed all in Modo.
Shading, lighting, render in Corona.
Silverwing - I really glad you liked and I appreciate your words. Thank you so much!
Best,
Leo.