Horde3D

I have some scenes in 3dsMax that use textures from 'all over the place' in all sorts of different formats.

Which formats does Horde support?

What exactly does the Collada Converter do with textures?

The converter itself does nothing with the textures. It just extracts the filename from the path used in the collada file and writes these filenames to the material files. You then have to copy the textures manually in the directory you specified in your application as the resource directory for textures.
Another possibility is to use the converter GUI integrated in the editor. The GUI will ask you where it can find the textures and will copy them automatically to the editor repository's texture path.

Concerning the supported formats: Currently Horde3D supports JPEG (non progressive), PNG (non interlaced), TGA, BMP (non-RLE), PSD (RGB only) and HDR.
See also the documentation!

Ah the documentation

Thanks!