When you say, "direct linking" do you mean Dynamic Link or do you mean copying and pasting your timeline or do you mean using the special File>Import>Premiere Pro Project command?
Also, what is the exact version number of both AE and Premiere Pro?
Sorry. Yes Dynamic link from Premiere CC to After effects CC. Basically my previous canon LUT from premiere didn't get transferred to After Effects. The color correction and grading are dialed in in Premiere I'm trying to figure out why it didn't get transferred to AE when I made my Premiere sequence to an AE comp.
What, exact, version numbers of AE and Premiere Pro are you using?
I think I know what's going on. I've seen this issue within Premiere Pro, and it has tripped up a good number of customers.
Did you update the project from one version of the software to the next and are now experiencing this issue? If so, replace the LUT with one from the new version of Premiere Pro or After Effects. The udpated LUT won't function, but a newly replaced one will. Please try it and get back to us.
Apologies for the issue. Please let us know if this didn't help you so we can investigate and assist you further.