3dMAX model needs to be made solid

I have a 3dMax model that I downloaded of a car that I am trying to use to cut out of a CNC mill. The problem is that the model has many parts and is hollow (the interior of the car is modeled). I need the model to be 1 piece to use in the mill. I have tried boolean unite, but oddly pieces seem to dissapear when I do this. Is there an easy way to make this model into 1 solid piece? I have attached the file as a reference. Thanks.