Say if you were making a Daz scene and wanted to import it into IClone for animation with their 3D addon thing you have to get, would lighting and shading and whatever you used in Daz for that scene still be present and working in IClone?

In short, no. You will have to setup the lighting in iclone.

Homebuilt computer - Windoze 10, INTEL i9 9900 k @ 5.1 GHz, EVGA RTX 2080 TI XC ULTRA, 16GB 3100 MHz RAM, Asus  Maximus Hero XI motherboard, Sound blaster Z series. iClone6 & 7 Pipeline, Crazytalk 8, Crazytalk Animator 2, Facefilter, Pop video 3, Hitfilm 4Pro, Cubase 8.5 Pro,

The limitation is in 3DXcchange, which was never grown along with iClone. It is still a 32-bit application with a 2 GB limit, so you may have to pull in some larger DAZ sets in pieces. As for lighting, you can go by what you see in DAZ and recreate it. Just take a primitive shape like a capsule or a cube, apply a glow texture and increase the Self-illumination. Not exact, but I have been able to make lighting effects from neon to jet exhaust. Another trick I use is to select the primitive after I set it up the way I want, and press CTRL+K to make as many copies of it as I need to use for lit panels or anything else occuring more than once in my project. Just another way to be creative with iClone!