The original m2 import script for 3D Studio MAX nolonger supports the new models from Legion.
So, after a long weekend of brain breaking, I updated the existing script (written by Nintoxicated) to work with these new models.
There is a catch tho... there is no longer any support to import materials. So you will need to do this manually.
You can download it here from my assets on SC2Mapster: Download m2 import script