Without knowing anything about the specifics of your EXR files nobody can tell you much.
I think I've seen a similar problem a long time ago - and I believe it turned out to be a system / OS issue - not an Ae issue. That would seem to be in-line with the fact that others can open the files.
It's a long shot - but see if they will import into Media Encoder. You could then render them out them to another file or image sequence and try that in AE.
Exported out of Unreal Engine with no compression on ACEScg.
Can't even get them on Media Encoder.
Will try to find that post you're mentioning, seems like my issue, even though I can open each frame on Photoshop and they look as supposed to.
Sorry for this issue. Did you ever find a solution? Please let us know if you have or if you still need help.
No I haven't