Please be more specific. Sounds like you are not correctly handling Alpha channels/ transparencies or use blending modes that require the footage to be properly part of the AE comp, not just the Premiere sequence.
Thanks for the reply, allow me to elaborate on the composition.
I have a jpeg of a graph on my time line. Using the rectangle mask tool I have highlighted a section of the graph using the add selection so that the rectangle is the only thing showing. I did this a total of 4 times on the same image using the opacity levels to reveal them when needed. Under the 1st JPEG I placed the same image with no masks and lowered the opacity so the rest of the graph doesn't vanish entirely, just enough to accent the section I want.
When I play it in AE it does exactly what I need it to. The graph fades in and out except for the masks. But when I import the comp into Premiere it doesn’t show the top layer JPEG so I just see the semi transparent graph that is the bottom layer in the AE comp. I did this once before with video layers and it worked, I just don't know what I missed this time. Do the mask layers need to be on a solid layer and not the JPEG image?
Mmh, from your description this should work. Anything like layer styles or specific effects involved that may affect transparencies/ Alpha and are not available via Premiere? Do you do any extra processing on the linked comp in Premiere, i.e. apply a Premiere effect or change the transparency options?