The idea of streaming data in and out is nice, but it's a lot work to do. But since i've played Gothic and DungeonSiege, I'll think about that too.
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About LWS support: No, not in the near future. But there will be .X support, i think there are some very good exporters from lightwave to .X. MD3 support: Yes, maybe already in next release, but I cannot promise it.
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Pixel/Vertexshaders: Sure, but later.
OSX: Not in the next half year.
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I don't have access to a Mac, and I don't think there are a lot users who want this. Correct me if I am wrong.