To avoid re-linking errors some find it easier to just render out the movie from AE and bring it into the edit.
But, can you start with your clip in Pr and then right click and choose “send to AE’ do your blurring, etc. and then save and go back to Pr?
And it should retain the link.
For decades we did not have linking and what we built in AE was rendered out to it’s own video file. FWI.
Chris