I am converting DWG file with the OdPdfExportEx sample. The resulting PDF is different in terms of coloring, color shades and missing some structures in the Layouts and as for the Model page, it is not rendering any of the structures inside.

That's because of you export the Model space in ZoomToExtents mode (even if you don't, there is the "Extents" plot area in PlotSettings. To change this, you should set the correct plot settings, like plot area - "Display", and do not use ZoomToExtents flag in pdf export flags.

You can check the drawing in the OdaMfcApp - we export the drawing as we render it. When we render it in OdaMfcApp we don't see the bricks on the walls, wood on the floor and other details. The pdf export in case of "shaded" visual style (or "realistic") is going via the rendering into picture, so the issue looks more like rendering issue and pdf export itself has no deal with it.