You can do that but you'll end up with a shader_collections file for every map, you can just put it in 1 file.
Had a peek at your max-file, great map! but, if you get weird errors you may wanna convert poly's to meshes. And, i think you might be exporting to the wrong directory..
should be something like:
Halo 2 Map Editor\data\scenarios\multi\YourMapName\structure\ YourMapName.ass
Without .................................................. .......................^ this space...
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