Problem preparing scene for fbx export

Using Render to texture and exporting to fbx I get

Some materials in this scene may not be supported by certain applications and will import as standard gray materials instead. The following materials are affected

and a list of all elements I selected follows. How do I properly prepare the scene for fbx export?

I export FBX from 3ds max all the time, this is pretty common if your using anything but standard material. Usually, once you’ve imported your fbx models to Unity you should recreate your materials using Unity materials. Shader used in 3ds Max are no way optimized or compaptible with real time rendering engines.