I've created a custom Character with the same multi material layout as a CC3/CC4 character. Send the model split up by material so they are individual mesh parts in CC4, then use merge , they will retain the materials. You will need to use weld if it requires smoothing. If weld doesn't work on your merged mesh, you can export your merged mesh as FBX and open it in an external program like 3DCoat using PPP mode to weld, then just export and import back to CC4. Goz will send multi material mesh to Zbrush but at this time wont retain the material groups sending it back, I've reported this to the Devs, obviously multi material works sending CC3/CC4 characters to Zbrush and retains the multi materials, just not custom meshes at the moment.