Sound events and character animations

Is there a way to setup animation exporting from Max/Maya/etc where it can export events such as triggering sound/particle effects at a specific animation frame and joint location?

A common use would be footfalls where you want the foot step sound and maybe dust particle effects to play when the foot animation touches the ground.

It appears that I can do that somewhat with the Animation system within Unity, but that then requires going back over the timeline within Unity whenever an animation is modified. Is that simply a requirement of Unity or am I missing some doc/tutorial that demonstrates setting events from a 3rd Party animation package.