converting the files would make no difference Im afraid. this is simply the topology of the mesh, Su does not display much of this. Its a polygonal mesh. If you are exporting to another piece of software this is what you will see unless you control the mesh topology. You might want to think about the structure of the mesh, it looks like the lock is part of the door mesh, separating this away as a separate group will help. The porthole will always cause this kind of triangulation unless you manually draw the geometry you want, the exporter will triangulate the mesh (unless you manually define the triangles where you need to) and will just try and divide the face with the hole in it.
Then when you are in C4D, have a look at the smoothing and see if there is an option to smooth coplanar faces, this will deal with some of this.
The surface normals will look wierd in a render unless you control the mesh topology your self.
Heres a couple of examples…
Here is a render of a face with a circular hole in it, you can see the surface normal and smoothing errors which is basically the same as you have.
in the below screenshot, I have gone into the mesh and (poorly) manually established the topology to manage the surface
This deals with the majority of the problems for the visible parts of my render but the exporter will triangulate any n-gon that isn’t a triangle, see the .dae export shown in Meshlab, you can clearly see my quick manual subdivision and where the exporter has then subsequently triangulated any n-gon.
if you were modelling or dealing in quads the mesh would be much more tidy.
sorry for the sketchy reply but I hope this helps.