I confirm that you have to render in AE your passes with Alpha (as Difuse, shadows, AO, ecc…) in Quicktime RGB + Alpha with ProRes 4444 code. And in Premiere Pro can you finally see you footage with transparency.
This, however, is an emergency solution, found on the forum of Adobe Commynity. It ‘still embarrassing as it is not possible that a sw like Premiere Pro CS6 can not handle transparency in the alpha channel. Incredible.
The bug has not been fixed…
Premiere Pro 6.0.2 – Mac Osx