When using Dynamic link between Premier Pro CC and Aftereffects CC , any effects like keying or lighting etc., which I have applied in my original Premier Pro sequence, are NOT carried over to After Effects. The layers which I have keyed out green screen backgrounds in Premier Pro appear in After Effects with the green screen backgrounds no longer keyed out. Other effects like lighting effects which I applied in my original premier Pro sequences are also NOT carried over to After Effects.
How can you get the effects that you applied in Premier Pro to be carried over to After Effects via the Dynamic link?
Only some effects can be transferred from Premiere Pro to After Effects. Details are here:
Why are you doing keying and lighting work in Premiere Pro and then bringing that work to After Effects? If you're doing keying work, it is better done in After Effects in almost all cases.
If you need to get the imagery with the effects from Premiere Pro to After Effects, you can render and export a movie from Premiere Pro and import that into After Effects.