In addition to the above I ran into the following isue:
When exporting an .obj file as a V-ray proxy the following error pops up when trying to opening vray inside of sketchup:
" The model you are trying to activate appears to be a V-Ray GeoMeshFile object. Activating it will remove serialized V-Ray data from the model. Do you want proceed?
If I say no, it won’t open vray, if i accept it, V-Ray just renders the bounding box.