If you are willing to sort through the extra messages, verbosity level 6, detailed messages, will help show where mr is looking for shaders. It prints out as it tries each search path directory, one by one. That may provide a clue.
Note that the name of the directory changed for 3ds max 2013. I noticed it is now the NVIDIA directory where these live. Hopefully, the distributed render machines have their installs up-to-date.
Training and Special Projects, NVIDIA ARC
LAmrUG Forum Originator