Doesn't need to be in-engine to require crits imo. Yes, I understand this is a game art forum, but game art is game art regardless of where it is rendered. Rendering in Max is not an easy button for making crap art look good.
Very nice! I really like how you broke up the silhouette around the furnace! I'd say try to make the bottom of the furnace blend into the floor a little more. There is a nasty seam right there! Try to add some of that dirt along the base of the furnace, it will help cover up that seam and make it blend right in
The bark and wood grain don't fit. The bark is too small for the size of the stump. It makes it look like is is part of this MASSIVE tree. Make the bark larger sized to make it fit the scale a bit more.
That pile of dirt where the shovel is.... is it coal? It's the same thing as the furnace, try blending that into the ground (not much, just a TINY bit), but not the way I said about the furnace. Along the bottom of the dirt pile (the part that meets the ground, put a very small alpha around that edge. It will make the diffuse go invisible and effectively blend the pile of dirt into the ground. Should help alot.
There is something else bugging me but I'm not quite sure what it is yet. I'll let you know once I find out.
Looks great! Keep up the good work!