I think mr doesnt render paint effects - but that isn´t proofed
mr also does not render your spotlights light fog - this is proofed
you´ll have to add something like a partiVolume - do y google search for that. there is some good tutorial out there. i think this was it
about the dof, maybe you have to ad a lense shader for mr to do that.
I´d try to testify but maya is baking maps right now..
everything starts and ends in the right place at the right time.