Can you post some screenshots with your settings, normal map and cage setup in xNormal, pls? And... did you see any error/warning while exporting the max's cage using the SBM exporter? Do you mean "Use closest hit if ray fails" option? In theory that should be always checked to avoid errors if the ray fails.... but can be…
Make sure the window is highlighted for example launch the material editor then hit Alt-Space (universal window menu), then hit M (move, places your cursor at the top of the window), Click and drag the window back on the screen. OR If you have Ultramon installed it adds a “move window to other monitor” feature to the…