HI @Anonymous ,
These are Warnings, not Errors! 🙂
2 first Warnings are about Geometry conversion.
3dsMax primitive objects cannot be exported as primitive objects, so they are converted to either Editable Mesh or Editable Poly mesh types.
These 2 warnings can safely be ignored, as long as it is understood that importing the FBX file back into Max (or any other software) will not bring in the same object Properties. Each of these object types, Box, Doors and Windows are converted to either Mesh or Poly objects.
The Material export failed is also a Warning.
Not all 3ds Max materials are supported outside of 3ds Max, in some case they are converted to a Standard material for best interoperability.
For the Non-Orthogonal matrix Warning, this refers to the Scaling of the objects.
For most, it means that the Scale is not 100% on all axis of these objects.
If animation is exported with these objects, it is highly preferable to fix the scaling of these objects. If no animation is exported, the warning can be ignored. It is best practice to keep the Scale to 100% on each axis unless the Scale is intentionally wanted.
For more information about FBX interoperability compatibility, you can refer to this chart, even if dated as 2015 it is still valid for the latest FBX exports/imports
http://download.autodesk.com/us/support/files/fbx_2015_compatibility_charts/autodesk_3ds_max_2015_fbx_interoperability_chart.pdf?_ga=2.159491069.1129265407.1581338877-1696474032.1581338877
In these Warnings, the one I would be the most attentive to is the Material Warning.
You may already have this tool, just in case, there is a stand alone free FBX viewer,
https://www.autodesk.com/products/fbx/fbx-review
In which you can load up the exported FBX file from Max and validate the FBX data.
I hope this can help!
Regards,