Do not import them using "copy to library", only "leave files in place". Copy the camera files to a locally attached disk drive which is formatted as APFS or HFS+. Then import from there to FCP.
Each R3D clip on disk consists of a folder containing several file segments. From a Finder perspective, each clip is the folder name. After import to FCP, there will be a single contiguous clip visible in FCP which encompasses all the on-disk segments in that on-disk folder.
Do not rename R3D files or folder, and do not remove them from the original folder they were in. Copy the entire camera card contents "as is" to a locally-attached APFS or HFS+ hard drive and import from there.
The "Unsupported file type" messages are normal. Disregard those. This also happens with metadata files from other cameras.