@Lianchiu Zbrush does support multi materials and can be retained exported FBX and obj. Zbrush ---->zplugin ---->FBX import/Export ---->Options ---->Export Polygroups As Mats OR zplugin ---->Multi Map Exporter ---->Export Options ---->Mesh Export----> choose grp Goz for Character Creator is the problem, there is no reason not to support meshes with multi-UVs/materials because they can be imported with FBX Key alternate method for cloth creation.
Do you mean the cloth Material are Merge or also the Character? if only Cloth be merge only > it's expect result > Because Zbrush doesn't support multi Material so Cloth (Accessory )one mesh one material.