The importing of a 3DSMax scene to Unreal isn’t really related or specific to Aximmetry. Regular Unreal and the custom Aximmetry UE5 version for Aximmetry will behave identically, so you should look at the UE5 documentation for more information on this. Cooking is basically the same thing as compiling, so it’s not something specific to Aximmetry either. If your project doesn’t compile, it simply means there’s some issue with your project that prevents it from compiling (cooking). The output log will tell you what the issue is, so start by looking at that. 

Unreal is incredibly complex, so it would be unpractical for Aximmetry to offer support for specific UE5 issue. They don’t make the software, so they don’t have any direct control over any issues that arise when using if. Of course they will offer support for issues relating to the integration between Unreal and Aximmetry, but that doesn’t apply to your issues. To put it simply, you’re having issues with Unreal and not with Aximmetry. 

You are totally right.
I just posted this basically linked to Aximmetry since the problem does appears when I "cook to Aximmetry" on Unreal.
I  agree with you, but since the workflow between UE and Aximmetry it's something unique I thought maybe somebody here could share any similar expeirence and it's eventual solution.

BTW, I just found a script that converts VrayMtl to Unreal, and I'm sure that's my problem (basic material works pretty fine):
https://u3d.gumroad.com/l/xFoRhttps://u3d.gumroad.com/l/xFoR

And this script:

https://www.scriptspot.com/3ds-max/scripts/all-for-ue5

I'll try them as soon as I come back home.

Things I tried:

Install Windows Visual Studio
Reinstall .NET
Transform Vray Materials to Standard Materials

... nothing happened and the error was still there.

Finally I found MY mistake: I was using an accent mark in the name of the main folder (escenografía). Once I changed that, everything worked smooth.

I hope this helps somebody.