Ok, here we are:
I uploaded an archive file.
Please open the "iTOO_HDRI_Exterior.max" File. There you will find one xrefed file. (No HDRI included)
"iToo_PR-Fassade.max" is my xrefed railclone library file. It contains 2 rc objects. The left one uses multimaterial, the right one has a single glass material which is exactly the same, used in multimaterial on the left.
When rendering, both xrefed facades appear transparant. But when I bring in the railclone objects into my "iTOO_HDRI_Exterior.max" (objects in the middle), only the non multimaterial works.
I hope I could describe it clearly.