I created 2 different chess pawns ... in 2 different scenes ...
I added the first pawn to a 3rd scenne (the scene with the chess board) by using copy/paste. Added hdri lightning and render with mental ray ! No problem what so ever !

I then added the second pawn in my 3rd scene next to the 1st pawn, added a black blinn paterial (same material as for the 1st pawn) and rendered with exactly same setting !

It doesn't appear at all in my final jpeg ! I dublicated the 2 pawns making 4 .... same thing ... the 1st pawn doubled while the 2nd still invisible !

any ideas !? really apreciate the help !