Good Particle effect plugin?

Stardust works with 3D Models, 2D Layers, 3D Layers, images, videos, Text Layers, Masks etc etc etc. IMO, it's the best particle system for AE in terms of price and versatility. 

If using the stand-alone version of BorisFX Particle Illusion, you'll have to render your particle animation and then import that into After Effects.

Per the user documentation, "ProRes is the preferred format, as it’s the only way to embed an alpha channel into the video — select one of the ProRes Presets that contain alpha. (With MP4 you must render the RGB and Alpha as two separate files.)"  (https://borisfx.com/documentation/continuum/bcc-particle-illusion/)

Another option to consider that I don't think has been mentioned yet is stock footage of dust.  It's pretty easy to find clips that are free (https://www.videezy.com/free-video/dust) as well as those that have a fee and then layer that in with a Blending Mode or Magic Bullet Universe Unmult (https://support.maxon.net/hc/en-us/articles/360010345194-Where-can-I-get-Unmult-).  That effect knocks out black.  Unmilt is part of one of their subscriptions, but you could try the free version that was maintained from 2014 to 2017.