is it possible to get the FumeFX as separate pass?
AFAIK fumefx is rendered as a native 3ds max enviro effect (at least I think it started working when native effect support was introduced) so maybe it would be a valid feature request to add an element for the native effects like fog, volumetric fog, and fumefx by the way.
FumeFX 4 can export volume data to OpenVDB , only issue is corona doesnt support vdb .
hope they add this feature
but exported VDB does not have contain any shading details !! :]
Isn’t it captured in the volumetrics pass?
nope 
shader for color ? you can build your own with a vdb object loader like something vray did, for shadow and lighting you will get much better result with vdb instead of rendering directly in fumefx with environment shaders , because you can have gi inside your smoke too .
see this video or search :
or just search to see some video example of rendering volume with vdb in vray :
well … just waiting for Corona 3.x or 4.x with VDB rendering feature :]
old/irrelevant