Yours is a workflow that I have never tried, so I am just thinking here.
PrE has limited Effects, plus it ships/installs with some (mostly NewBlue FX), that do not exist natively in PrPro. Not even sure if they are the same, as a similarly named Effect from NewBlue FX. Also, the Adjustment & CC Effects in PrE are all the Auto versions, and I find them to be nearly useless. Some other Effects do seem to be on par with those same ones in PrPro, but I have not tested all of them.
I would go back to the PrE Project, and remove all Effects there. Then do the Import into PrPro, and add the Effects there.
Then try the AAF Export again, with ONLY the PrPro Effects.
Good luck, and wish that I had something that I knew would work, or at least directly apply to your workflow.
I had a project in Premiere Elements 10 (Windows). I tried unsuccessfully to open the .prel file on a Mac in Premiere Pro 5.5. However, if you open the .prel file in Premiere Pro 5.5 on a Windows machine and save it as a Premiere Pro 5.5 project file, you can open a Windows Premiere Pro 5.5 project on a Mac with Premiere Pro 5.5.