It looks amazing, good job !
Yeah you're right. What I usually do for the alpha textured grilles, is offsetting a black plane behind it.
For exporting from 3DS Max into Racer, there's a Racer 3DS Max plugin, but I don't know if it's working with 2015 version. Check it out, it's in the Racer folder. On racer.nl /reference or /tutorial, you'll find some info how to use it. From memory, the materials all appear in car.shd but needs to be accordingly tweaked manually & that depends on what shaders you want to use in Racer. I use Modeller after exporting from Max to verify the car. You see graphically if something is not right.
The normals is a quite complicated subject & I had a lot of issues in the beginning when learning how to port cars to Racer. Basically, you need to decide for your smoothing groups. In Maya, before exporting to 3DS Max, I do 'soften edge' function on all smoothing groups / meshes after a vertex merge on the mesh.
As for the ASE file, same here, to get it right, it took me time to understand what was wrong. The thing is, I combine meshes together per material & leave the file/car usually with 10-15 meshes. Some materials are re-used in some other meshes to keep shaders count low. So, same name. For example the leather on different parts. They are lately exported as 1 dof file. Check the Mini Cooper I released. Since the car.ini has dof for lights, wheels etc. you export those meshes separately.
Careful, per mesh / piece, not more than 20K polys/tris, or Modeller throws an error, so check out the polycount in the final stage.
Don't forget to UV layout your body mesh correctly, so no overlapping, you can after map some nice 'liveries' / textures on all parts of the cars. A tip, I select some faces & project them from perspective camera aligned usually to one of the 3 axis. Sometimes, you need some cutting on edges before unwrapping. All depends on the situation.
Check out YT videos, there's some nice UVs tutorials showing how to do a clean job.
Once you succeed, write it down, so next time you'll know more easily what's your best way of getting the job done quickly.