If you have an object working in one scene, you should not need to export as TGO just to get it to work in a different scene. Just copy the object node (which should include its internal shader nodes) and paste it into another project. Or save as a clip file (which is basically just a copy-and-paste clip stored in a file).
There are some situations where this might not work, e.g. if the object uses images which are not in the same folder as the object, but if you keep everything in the same folder as the object before importing into Terragen then it should be easy to reuse your objects and shaders in other projects.
Matt