There is a converter fbx to gr2 but not gr2 to fbx (which means we are left guessing)

But I am 3d modeler, and in my experience it's gonna be nearly impossible to import anything without having at least some source models in 3dsmax from Larian, so that we can see export settings and what we need to take into account before exporting.

It would essentially require someone reverse enginered the models in the game and tells us exactly how to create collision and how to do correct node naming... that said, since engine uses rad tools (sigh) things are extremely complicated. It's not like Skyrim where you had a script that basically did everything for you in 3dsmax (assuming you knew what to set)