I've read a recent forum about this.
Some guy had the same problem as me, and there was two answers and they both said the same thing.
'Turn off your antivirus, something's blocking the connection.
I did, no difference.
This occurred when I tried to import a rendered C4D file, which wouldn't turn into a .PNG Sequence, it turned into a .aec file.
Now, it says 'Failed to connect to Adobe Premiere Pro Dynamic Link (86::1)'
I tried to import a rendered C4D file, which wouldn't turn into a .PNG Sequence, it turned into a .aec file.
In Cinema 4D, you have to render it to get a PNG sequence. If you just have an AEC file, it doesn't sound like you've rendered it. Saving it for AE, just creates an .AEC file. That AEC file, when imported into AE will bring you lights, camera movement, and a null for anything with the External Compositing tag. It will also bring in placeholders for renders. Now, if you've already got it rendered, it will bring in all of the different passes and even composite them with the appropriate layer blending modes.
Now, CC versions of AE will let you use the Cineware effect to import C4D projects and render them inside AE. If you've not looked into that, here's a useful tutorial series.