There is a few possible things ... first, do not mind the UV texture error (OT needs a certain dds format type texture so if it isnt, it ignores it, or just doesnt find the image at all at the place the model defines it to be at). Also, while importing, OT sometimes doesnt show the model (while the menu you have in the screenshot) or shows it at some unknown position, so you have to check by spawning it to the world trough the spawn menu. Doe , sometimes, if the model has a very odd base pivot/origin placing (way too far from the model itself) it just is somewhere ... who knows where, or it may spawn it under the earth (- happened to me once when it was to high above the model) and it just falls down the empty void into the center place of earths dynamic molten metal-mineral gravity generator.
Do not worry about the number of vertices in this one, it would stop the import at that place, but yours gone trough to the end, so it should be imported - there is some other problem there then. It would be helpful to see some of the error messages in the window (just scroll up trough, it should be highlighted colorfully like the UV warning) .... try to d a screen of those error messages (i know, message could be too long to see whats up (going over the window), but it can help finding the problem) ...
As for Max, i do not know if it is like in blender, that during export to collada, you have to have the whole model meshes being selected ... ? But at blender you do have to select the meshes you want to be exported (or they do not export or just index themselves).
.... Maybe even check the face normals orientation (they can be backwards and as they are just one sided, the model can come up rendered upside-down -- doe you should see the other sides anyway
, so you would know if it is imported into OT).