Hi economics-height,
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The simple reply is that the data is separated into the parts you need at any point. If so, which step led to a merge? That can be before, during, or after Rhino happens.
So, you ask about something without providing access to any practical data but asking what the next step could be. This might sound unfriendly; if so, I'm sorry; it was not my intention.
If you can separate the parts you like in Rhino but have no option via layer or material to define those, then separate the parts and lift them up vertically with a simple number. So you get "layers" in space. This needs to be as much as possible so nothing overlaps from the "Layer" below or above.
When you import this, select each layer and supply the materials it should have; from the side, select the "Layers" from above to select the Blocks that should be different.
In Cinema 4D, while the parts that belong together are selected, place those on the Cinema a4D Layers.
When all the options to manage the object layers are set up, select those and move them back down.
All the best