When I import my premiere pro project into After effects (NOT VIA DYNAMIC LINK as we don't have prod. prem.) After Effects only sees the clips which aren't merged. Any fixes sensible work arounds for this, as currently I'm havbing to import the project ( a feature film...!) into Final Cut Pro then using Automatic Duck export out an AAF then using Automtaic Duck import that into After Effects. I haven't thought about how to get it back into premiere yet...will probably finish it off in FCP.
I'm not sure if you have the capability, but did you try copying from your premiere sequence and then pasting into your after fx timeline? i was working with a MUCH shorter video with a mix of merged clips (interview footage) and video clips (b-roll). the video clips imported, but the merged clips did not. i put the timeline cursor to the right point in the after fx timeline, copied the premiere clip from the sequence, pasted it into after fx.
Yes, you can copy and paste merged clips from Premiere to AE. First though, select all merged clips, right click, and "unlink."
Works like a charm.