Without knowing the exact structure of the AE layer stack, blending modes used, effects and specific options like collapse transformations nobody can tell you much. That and of course you may need to employ color management to make the AE results look more like PS in teh first place.
Any nested comps? This goes to Mylenium's question about the exact nature of the layer stack.
Any Layer Styles? They may not be compatible with PS.
Ok, so here is a screenshot of the stack:
There's nothing really crazy going on here, it is a very simple setup. As for the 3 layers that have effects (listed from left to right as they appear from top to bottom):
•Layer 2 - Fractal Noise and Tint
•Layer 4 - Brightness & Contrast
•Layer 7 - Fast Blur, Brightness & Contrast, and Exposure
As a correction to my original post, I am not in fact using a multiply mode anywhere, just Add, Normal, and Screen, as you can see. There are no layer styles at play, and the only thing any of these layers have which you can not discern from the screenshot are masks.
The color management thing seems like it could be at issue, since my biggest problem is in the blue to green shift I am seeing in the overall hue... though I can't imagine why or how that would have triggered the referenced error message. How does one know when to apply color management, and how does one determine to what it needs to be set? My settings in that regard are unchanged from default at 8/bit, None (working space):
Track mattes don't work in the export. Not supported yet. Ae Dave and Mylenium have stated, there may be other problems. The track matte will be there, it just won't be set up properly in Photoshop. You will have to move it below the layer you want to matte and then set it up as a clipping layer or copy the pixels and paste them to a new layer mask. The work around is not very efficient.
Right - I discovered the track mattes pretty quickly, and eliminated them. As you can see from my screenshot above, I am not employing any mattes in my comp.
I decided to go about deleting layer by layer until I got an export without the error message. Turns out, it is the Add mode that is causing the problem. So, I made an export of all the layers that did not employ this mode, and then individual exports of the 2 layers that did use it. I then opened the lot in PS, moved the 2 isolated layers over, and adjusted them until I had the right look. Funnily enough, I did end us using Add (which PS calls Linear Dodge) but with better results than when AE did it 'automatically' in the export. The only difference now in my PS layer stack is that I had to duplicate the flare layer (and ramp down its opacity to about half) to get the same 'brightness' I had in my AE comp. I also no longer had the hue-shift previously reported.
So, in the interest of having a definitive list of workflow caveats, we now know there is an issue with the manner in which After Effects converts layers with the Linear mode into a PS layer.