OK, so the question is, do you already have a fully rigged non-standard character brought to iClone from 3DX?
If yes, then have this character in 3DX and check the face setup mesh list like this one below for instance:
75% of original size (was 667x19) - Click to enlarge
Now, if you have a separate head mesh there (which matches the head in your FBX file with blendshapes), then simply load that FBX with Add button in Morphs list.
And everything would fall in place. Number of vertices for the character head mesh must correspond to the head in FBX file.
From here you can load expression editor and do the mapping.
Update: So I took some time, went ahead and looked at new (well fairly) Rokoko face capture.
Now I understand better where that green head (from FBX) is coming from.
Unless someone already explored it in more details and have more information, my take is, that it would be hard to utilize their face capture in iClone for standard (or non-standarad) characters.
On a positive note (for Motion Live users), despite the claims that the face capture software is exclusively owned by Apple, Rokoko is releasing it for Android platform.
So hopefully we might see similar move by RL... Hopefully!