Don't know - neither have I
This is frustrating because I believe we were told that this would be fixed in Lightwave 11.5.1. I just tried exporting parts from lightwave modeler in 11.5.1 and 11.6. I was not able to get the parts into zbrush as polygroups with either version. It did not work with goz or .obj export. Of course I don't think we were ever promised getting polygroups back from zbrush but that would sure be nice also.
Profesor Pixel Poo
If I make a simple object in Modeler with different parts specified, export as obj, import right back into Modeler, then the parts are gone. Same problem in LW96. I doubt this ever worked.