The only thing I noticed is that you can't use modifiers from max, something like stretch and push stuff. Looks cool on viewport but Unity can't understand them. There's still a tool/plugin to solve this, though. On the other hand, you can export helpers and also IK Animations, as long as you bake the animations to FK…
If by helpers you mean Dummy or Point Objects, then yes; Unity import animation from helpers. If by helpers you mean something else, then the answer is still probably yes. If you can export it from 3ds Max and re-import it, then more than likely Unity will import it as well. I don't know what you mean by collapse. Do you…
Thanks fellas. Yes, I meant Point Object. I thought I had to motion->trajectories->collapse. I am a noob at unity and I don't know all of its capabilities.