Long story short: If you arrived at these complications, you probably went too far in PS. I personally never bothered with any of this in almost 15 years of using AE. I prefer to do most of that in AE - for glows and several other effects there are better plug-ins and techniques than PS' layer styles plus the resulting structure of the groups converted to pre-comps rarely ever makes sense for animation. Also there are genuine bugs/ issues with smart objects in PS CC 2015, so it's not the best idea to use this workflow. in any case, the less complicated your PSD file, the more likely you will succeed in AE. Rasterize whatever you can and if you use SOs import the native files directly in AE and adjust them there. Same for Smart Filters and what have you - use whatever comes with AE, not use PS.
Thanks for the thought Maylenium... not quite the answer I was looking for considering, with a few quirks, importing PSDs into AE is pretty reliable.
Experimenting a bit myself I'm finding AE hates two things:
- Layer groups with masks and sub-content with layer styles - it treats it like a mask directly on a layer with a layer style
- multiple instances of layer styles on the same layer - i.e. two drop shadow effects on the same layer