It's a bit late, but I figured out a workaround for anyone else in the future having this problem. I got this Audi s3 model from cgtrader but it only came in a 3dsmax file. When I went to export/import into blender, it ended up looking like this:
For some reason 3dsMax just will not play well with blender as far as fbx exporting/importing, but as Eobet said, it does a fine job with unity. Using this to our advantage, we can download the "FBX Exporter" package for unity, and use it like a translator. The steps are as follows:
-Export from 3dsMax to FBX using default settings:
-Import the FBX as a new asset into unity (note, the textures might look a bit botched in unity but it will work itself out in blender):
-Add/install the "FBX" Exporter" package from the unity package manager, making sure you change the drop down from "in project" to "unity registry":
-Export from unity to another FBX file by right clicking on the object in the hierarchy and selecting "Export To FBX". VERY IMPORTANT HERE, make sure you switch the export format to BINARY. It will probably default to ASCII (also, it will default the file path to this unity project's asset folder so be sure to change it if you want it elsewhere):
-Import the new FBX from unity into Blender (keep default settings):
-Et Voila, your 3dsMax file is imported into blender without being torn to pieces like a bomb went off in it!