You're out of luck. The Pro EXR plug-in does to some extend support stuff like view regions and alternate aspect ratios when reading, but I know of no way to output such files from AE. Even after several years of having it, AE is still dumb, deaf and blind in thze EXR department and only supports a bare minimum of features and EXR variants.
Haha! Yep, AE can't deal with the EXRs too well. Thanks for your reply Mylenium, I can stop scratching my head now!
With version 1.9, the EXR plug-in changed its handling of displayWindow. It used to ignore it, but now it crops everything to the displayWindow. Most people prefer this, but you may be the exception. Fortunately, there is a way to restore the old behavior with instructions found in this post.
AE doesn't have this whole dataWindow/displayWindow notion, so there's no way to render an EXR out that way. I'd suggest rendering the full buffer out of AE and then making an adjustment in Nuke to re-set the displayWindow. There are also the EXR command line tools which can do that.
If an EXR file has a pixel aspect ratio other than 1.0 (square), that should be reflected in AE. If it weren't for some reason, you should still be able to enforce it in Interpret Footage.