Problems with Vector layer

Any gradient, brush, blend, or raster effect applied to an Illustrator Shape will not convert to a shape layer. You have to have plain strokes with no brush and solid color fills. 

There are only a few reasons to convert a vector layer (PDF, Illustrator, EPS) to a shape layer: to use shape layer animators, animate the actual vector path, convert a vector path to a motion path, or extrude the layer using the C4D rendering engine. 

If you really need to convert a complex vector file to a shape layer, you have to start with Adobe Illustrator. Simplify the layer so that only the shapes you must convert are on that layer, and if there is more than one complex shape on the layer, you will need to separate them so only one path is on a layer. The next step is to launch Adobe XD, select file new, then choose Import and choose the prepared AI file. Then, you immediately select File/Export/After Effects. After Effects will open, and all of the layers in the AI file will be shape layers. 

I watched the tutorial. The presenter demonstrated a workflow that is nothing but a recipe they have copied from someone. It will only work with a specific type of AI file. The explanations are also lacking. You noticed that the presenter's shapes turned gray. Your whole screen turned gray, indicating a more complex AI file. There are several better ways to convert your logo than Auto Trace or Converting to a shape layer. I would give that workflow a C- and the explanation a D. 

I don't have time to dig up a better tutorial or explain how I would create a comp with the same design idea right now. Maybe I'll have time to come back tomorrow and give you a more efficient workflow.

https://www.youtube.com/watch?v=McASqbIan_8

This is the link to the video, apologies.