If like me you’ve stumbled on this thread a year later looking for answers, I eventually sussed out myself that in the Render Settings of C4D you need to also check the Compositing Project File tick box in the Save tab underneath the Multi-Pass Image save tick box.
With the Target Application set to After Effects you’ll get a separate buffer alpha file.
Been bugging me for a very long time, I knew it had to be possible without re-saving the channel for every frame.