I received the laz files from the site you indicated and tested the import of the terrain geometry via CloudCompare.
- selecting an area and downloading a Point Cloud
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opening laz files received in CloudCompare
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merge multiple clouds (icon)
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Edit > Normals > Compute
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Plugin > PoissonRecon
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File > Save > OBJ mesh
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SketchUp import OBJ (via Skimp). Clean up.