First off, have you tried going to File > Export > Layers to Files ?
It’ll prompt you and ask you what kind of file you want and where to export it. Then when you go to import into After Effects, select all the files you wish to import and the click “import as sequence”. I believe that’ll get you what you’re looking for.
Why not try doing all your adjustments and color corrections in After Effects instead? It’s an easier workflow for me, personally.
Hope that helps