possibly you have not put in every possible checkbox the .tga - you can tell mr to use the maya render settings, or define your own only for mr. and then the file format is important too - if you try to do hdri reflections you need to set to RGBE i think, otherwise it wont work - maybe some similiar rule applies to caustics.

the quick and dirty solution:

if you get mr to render to any file you dont want to have do it. you can use fcheck later to convert the images to any other file format. this also works for whole animations. just open the (e.g. .iff) in fcheck and save animation - select your file type, and fcheck converts the whole animation.

hope that helps