Adobe has to keep some limitations in Lightroom, otherwise nobody would pay for Photoshop. The two major limitations are masking and layers.
I once tried this elaborate procedure, with total failure.
1. Load some version of the image in Photoshop. Create your mask(s) there.
2. Output the masks as B&W jpeg or tiff files.
3. Open the original image raw and the B&W mask image in LR or ACR.
4. Create an adjustment brush mask by selecting the blacks or the whites in the B&W version (using auto mask)
5. Sync the "local adjustments" of that B&W version to the original raw, thus copying the mask.
Worked so-so on masks with hard edges, but no good on feathered masks.
It is much easier to create multiple versions of the raw, load as layers in Photoshop, and mask there.