ok, the c4d render settings seems to be correct in terms of Alpha, you must be doing something wrong in AE :/ try right click on the footage in the project window -> interpret footage, there you can change the alpha settings.
2 tips for c4D, if you render a still,change Filter Value in Render Settings -> AntiAliasing Tab to Still Image. And if you upload a c4d scene: File -> Save Project and zip it – this way the extern images, ure using in the mats, are included.
tim