Took my 3mm thick FC plate to fablab where they have nice cnc router, wanted to cut out some arms for quadcopter frame. All went well but the router bits did not last long. I never used that sort of machine before, so i have few questions, first of what kind of bit i should use for CF ?

I noticed this when I used to use my band saw for trimming big parts.  The blade didn't last long before it ended up with no teeth (worn away!!).  I now use a carbide tile jigsaw blade for big bits and a carbide or diamond wheel for small bits.  Anything HSS won't last long.  You can use a small carbide burr in a router / mill to cut it but the edge is a bit furry IME.  A tickle with some sand paper takes the fur off.