HI All 
I agree 1000% with Ascania. and I’d also add, ..If this is a model you’ve bought, then you may already have the OBJ model (eg: V4 / M4)
(1) the save options (internal, external, local,) are only important to saving the carrara scene
If you’re just exporting a model,. ...open the scene, select the item / ‘s, and export as ... OBJ.
Internal : Saves all models textures and settings internally in the file (BIG files)
Locally : Saves a list of all the file / folder locations of all the scene assets used, ..only models made in carrara are saved in the scene file.
Externally saves a copy of al the scene assets a folder.
(4.) The MTL file is a list of materials or., (shading domains and their related texture maps)
for OBJ models , it’s best to have the Model, (obj) and material list (MTL) an the texture maps,.. in the same folder,
In Max you can load the Model,... (which will have all the shading domains) and apply the textures manually (from wherever you have them on your system) and save the textured model as a max scene,. you can then import or X-ref that into any other scene.
how is the best way to get both texture maps and procedural exported?
There’s an option in carrara (OBJ export options panel) to convert those to texture maps , (this will still export any texture maps used in the model.
so, you get the original texture maps, and any procedurals shaders are also converted and saved as texture maps.
Using Baker,. you can export complex texture maps as a single image, and convert procedurals to textures, but you can also export Bump and Normal maps.
Exporting as OBJ to any other program,..should be a straight forward select and export,..
Importing as OBJ into any program requires some thought by the user, since OBJ is only a model format, it doesn’t tell the importing program where to find all the textures (other than the MTL list) so, depending on the importing program, and where you have the texture maps, you’ll need to locate and load them manually,.. once that’s done,.. you can save that, with all the shaders.
Hope it helps 