This post has been marked by the post author as the answer.
Exported a binary FBX file as Blender requires for import.
Went into layout mode, selected rendered view in there, and selected the capital building and exported it to a FBX file.
With these settings.
Like I said it needs a bit of work.
Intel(R) Core(TM) i9-10900 CPU @ 2.81GHz, 32GB RAM, Nvidia RTX 2060 super 8gb, Windows 10 Home 64bit, Screen resolution 1920 x 1080
Intel(R) Core(TM) i5-8400 CPU @ 2.81GHz, 32GB RAM, Nvidia gtx1050ti 4gb, Windows 10 Home 64bit, Screen resolution 1920 x 1080. System Passmark 3774