There's nothing to tell - if they disappear, they are not supported by AE and the program has no way of re-creating them using its own effects or layer stacking trickery. Read the online help for which transitions and effects are supported! The only way to retain everything is to use Dynamic Link, but at the cost of having one long "sequence" clip instead of separate layers. Simply put: the fault is with your workflow. You have jumped ahead to far by finishing up the project in PPro insrtead of leaving it a rough cut for CC in AE.
As Mylenium suggests, there are many ways to move information between Premiere Pro and After Effects.They are all outlined on this page: "Working with After Effects and Premiere Pro"
You didn't specify, but I'll assume as he did that you are exporting a Premiere Pro project from After Effects. That works by converting things from native After Effects to their equivalents in Premiere Pro; sometimes there isn't a good equivalent, so the conversion isn't perfect. The same conversion is done as is done for copying and pasting between After Effects and Premiere Pro. There's a set of tables that describe the conversions here.
The way to get perfect fidelity is to either use Dynamic Link (as Mylenium suggested) or render and export a movie from After Effects and import that into Premiere Pro.
heh this is getting complicated for me to just do a little bit of colour correction. im still not a pro in after effects just novice and the best way for me to work i think is use the Curves, Levels and Hue in premiere. if i have some vfx to do on i particular scene i will take it to after effects by itself and use colour finesse 3 for colour correction
Thanks both of you