Your selection in After Effects CC should be ‘System Default’ as Blackmagic is already selected as your system audio in the OS X / Windows preferences.
With Blackmagic selected int your system audio settings, and ‘System Default’ selected in After Effects CC, are you getting any audio at all?
Actually, I would also be interested to know if this is also happening if you’re going direct without daisy chaining via the WD drive. Since the issue is happening while just previewing in Media Express, you won’t need to capture.