First your questions about imported objects appearing on all locations:
It sounds as though you have imported it to the Terrain, not to a Location. Exterior Accessories and similar exterior categories, are attached to the Terrain and the Terrain is selectable on all locations. Your Window or hot tub should have been imported into Interior Accessories or some other interior category (Furniture / Appliances etc) along with other objects that are part of a building. Terrain objects sit on the earth and it is always the same regardless of how many levels the building is. A tree, fence or Gazebo in the garden are always part of the Terrain and do not usually get used multiple times on different floor levels. I have tested this out and it works correctly - it is not a bug. If you import your window into one of the interior categories, they will become part of the building and can be used on any location. The View Filter can still be used to hide the Terrain objects if required.
Re the SKP corner window:
This is just the same as curved walls in TFP. If you look at your window closely it does not curve but it is actually made of six flat sections, two narrower ones at the side and two larger ones in the middle with a diagonal line indicating the flat surface. The frame is the same but appears more curved as it is in very short flat sections, 32 of them across the width of the Window, each with the diagonal line show the flat surface. This is exactly same process as TFP and all other 3D software programs I have seen. This window is easily creatable in TFP, it can be saved and added to your catalogue for future use and as such usually cause less issues than ones made in other software. I can give you directions how to do this if you want, unless your testing shows that it is not the cause of your crashing issue, in which case you may want to continue using your SKP window. Any imported window will not cut its own hole in the wall as the program does not see it as a Window - it is just an object.
The SKP window itself (at least in the 3DS format as posted) does not appear to have any problems. As you can see by the image, I have replicated a simple building with the window inserted, 8 times. The 3D view works fine and it also renders fine too - rendering will nearly always fail if there is a corruption. This seems to indicate that your window is OK, so the problem is elsewhere. I do not have the hot tub of course and no interior walls but my model is only 1.4MB. If yours is over 10MB there is obviously some other very big object or your model must be full of furniture and many other things to boost the file to this size. Generally TFP furniture dose not add much to file size.
The hot tub:
As you said it appears to be a very high polygon count, all the curves requiring lots of short straight surfaces, each indicated by the diagonal lines. To prove whether it is the cause of the crashing, just use the View Filter to hide it and see if it still crashes.
Objects created totally in TFP can be exported as 3DS, SKP or 3D-DXF. 3DS is best as it will keep the colours selected in the original. See the PDF in the following post, for suggestions on making objects in TFP: http://forums.turbofloorplan.com/index.php/topic,1130.0.html
I hope some of the above helps.