Lookin good, man. You're showing lots of dedication to this project, it's pretty cool.
About the shading: We made a change to the KEX exporter a few years ago, maybe about 4 or 5, that made it respect Max's smoothing groups. Before that it would stomp on the data from Max, average them and spit out whatever it wanted. Now it requires that all surfaces have at least one smoothing group assigned in Max. So anytime the shading on one of your models is going bananas in the sim, that's probably why.
Also, I noticed that you're using what looks like a third party poly counter. You may know this already, but Max has a thing like that built in that keeps a running count of your model's tris. It's in the viewport configuration under the "statistics" tab. Ignore polys, select triangle count and total + selection, and show stats in active view. This way you can keep track of your tri count as you model, and budget things out as you go. That way you don't spend a bunch of time modelling extra details that never make it in.
PS - I saw someone talking about rivets earlier, and painting them on via photoshop. The easiest way that I've found to do that is to create a high poly version of your model, and if you don't have access to ZBrush, create individual rivet models and paint them on with Max's object paint. Then export and bake ambient occlusion, cavity and normals to tgas and combine in photoshop as needed. That's what I did with the Skycrane in RF and it works really well. It's quick and painless, and allows you to focus on things that matter more, like getting the rivets in the right spots, instead of keeping your lines straight around relaxed uvs.
Try out xNormal, it gives good results with the right settings.