Hello,
I’m making a simple model, and when I export it as an FBX, wih Z-up, the model is always facing the wrong way and it’s front is facing downwards in Unity with 0,0,0 rotation.
Why is this?
because 3ds max has z-up and unity has y-up. so you need to rotate your object to make it be up on the y axis in 3ds max.
I tried Y-UP whilst waiting for replies, and oddly yields the EXACT same result. Still with 0,0,0 rotation.
You might have a transform applied that is causing the import to go wrong, try reseting the xform. If your not sure how to do that, its a modifier you can apply that will apply a static rotation to the mesh and tends to fix a lot of transformation related wierdness in max, apply it and collapse the stack, save, and see if it exports correctly.
Just did what you said and no go 
Had the same problem, and my friend used rotate on the mesh in 3ds max, set it to be up on z axis, then reset the rotation (so the object had 0 rotations on each axis) values and stuff, then rotated to be up on y, and exported it like that. I hope that will help you.