At that point I would recommend completing the compositing and VFX in AE using sort of a “technical” grade, just setting neutral black, white, grey, matching grain, etc. to integrate all the elements, then export the whole thing as a DPX sequence to bring into Resolve, making sure that you aren’t clipping black or white anywhere. Whether or not you split each cut up yourself or let Resolve automatically find the edits is up to you. Then use resolve for the “creative” part of the color grading for the final movie.