You have a choice. For about the same money, $100 or so, you can get Poser 4, or upgrade A:M to 10 or maybe 10.5, real soon now. I had the same experiences with 9.5 that you describe above. It is almost completely worthless crap, so I have sworn off of A:M completely. From what I hear, v10 is much better, but a ‘good’ A:M version is still buggier than any other three applications currently on the market, COMBINED, IMO. (The original Poser v5 probably came in a respectable second to A:M v9.5 for bugginess, from what I have read, but I understand that Poser v5 is much improved with the patches.)
OR, as mentioned above, wait for the next version of ZBrush to see if it will meet your needs.
Poser is made to work with .obj from the ground up, so that is a big plus, but with the 3rd-party plug-in for A:M, it will work very well with .obj. The downside to A:M is that it is not good with high-density polygon meshes, since each polygon is actually a resource-hungry Hash Patch in A:M. This is fine for true low-poly models, but, for example, I would not want to transfer the higher-quality poser human meshes into A:M. They will all have too many patches for my system, once they are in A:M.
With A:M or anything else for that matter, you do not really want to touch DXF, especially with trying to use ZBrush texturing, since DXF doesn’t maintain UV coordinates or any texturing info. So that is what happened to you with Amorphium. You lost the original UV coordinates when exporting as DXF. Don’t do that. Work in .obj only.
In 9.5, and I assume v10 of A:M, the .obj plug-in worked well with UV coordinates. Of course, when you go from one app to another, you may need to flip the texture to get it to work on an imported model. Every app has it’s own way of handling the texture, and texture flipping is sometimes necessary. I don’t remember that being necessary with A:M, but it’s been awhile.
So your steps outlined above for working with a ZBrush model are exactly correct EXCEPT that it doesn’t work for DXF – only OBJ – please forget DXF! And the steps are also correct for Poser as well. Of course, it is possible to create materials, assign textures, and get the model looking great within A:M or Poser, and then export the texture from A:M or Poser and use it in ZBrush. But if you already have it textured in ZBrush, you can completely ignore the texture in A:M or Poser and just do boning and posing in those apps. (And my preference is to work on texturing in ZBrush, not anything else.) And you can also use the texture from ZBrush to render the textured model in A:M or Poser, if you would like, though I don’t really like either A:M’s or Poser’s native renderers. It might be necessary for testing before exporting a posed model back into ZBrush.