I start off by selecting a series of clips in Premiere Pro (some with slow motion effects applied and rendered within Premiere) and then I right click to "Replace with After Effects Composition".
When After Effects comes up, all the clips show up and are in the correct position EXCEPT for the ones that were rendered in slow motion in Premiere. Those specific ones arrive way later and out of sequence:
What happens is I get a black screen when the timeline plays in that spot and then the rendered effect shows up much later over other content where it shouldn't be.
This is to be expected. Slow motion/ time-stretching/ time-remapping are not compatible across programs. That's even documented in the onlien help. You need to make up your mind where you want to do it and then act accordingly. In your case it would probably be best to do it in AE since you're adding further stuff, anyway. Otherwise you'd have to render the Premiere stuff to a clip and import that into AE.