I received two .dxf for my project that represent my area of interest: one of them contains buildings, the other one terrain elevation (they both are 3D). I can successfully convert them to shapefiles using the Dxf2Shp plugin. They also display nicely compare to sample below:
However, I loose the height information if I do so. The only field I get in the attribute table is "myid", that simply counts the polygons. Is there a way to convert the files to .shp creating a height field in the attribute tables, that takes the z values from the .dxf? This would already be fine, as the projection is metric.