Will the Cheetah 3D ".fbx" animation exports work in Unity 3D? If so, will I lose any animation features that I created in Cheetah?
Yes, you can use Cheetah3D fbx to export, including animations. If you have Cheetah on the same machine as Unity3D and you're not working together with other developers that don't have Cheetah installed, you can just use the native Cheetah .jas format directly in Unity.