If you are using 2018, can you really output to a Quicktime? Many of us are lamenting leaving those codecs behind with the latest rev of AE. Whats your secret? Or are you compressing the files out of AE – that could be part (but only part) of the problem.
But, on to your problem:
Check the color profile of the exr’s on their way out of C4D and check your project’s color profile in AE.
Its funny, I was going to post about this the other day (but never got around to it) after a reinstall of C4D, warning the members about EXR’s defaulting to sRGB in C4D’s render engine. Given EXR’s high color-spacey-goodness it seems silly to limit the files to a decades old and very limiting color space.
When you encode your files with a compressor two things are happening: you are clamping many of the colors with a codec (like H264), so that will often “up” the black levels and bring colors close to white right up to full white etc, and, you are no longer looking at the files in AE. With a color profile set in AE, your screen is being fed the files with the colors converted for that profile and may not be letting them through with their original gamut.
There have been some great posts on this forum about color profiles and file interpretation. It can be tedious reading, controversial, and a highly heated topic, but its worth the work so that you can feel confident that what you are seeing in AE is what you are outputting. Its always better to know that a color meets legal standards or is “right” on your system so that you can say to a client with confidence: “Those are the right levels, the other guys at the broadcast house are wrong”