Re: Pr Pro link to Ae issues-CS6

He actually is getting a comp in that video, the difference is that since he's only dynamically linking one clip from his timeline, you're seeing inside that comp (same as you've been getting with your tests, where within each "sub comp" you're seeing the source video, unedited). If he were to continue clicking additional clips in his Premiere Pro timeline and selecting File --> Adobe Dynamic Link --> Replace With After Effects Composition, each one would add a new comp to his AE file, and inside that comp would be the single video clip that he had sent over from Premiere.

This is the normal, expected workflow if you're going through your timeline and individually picking out single clips to send to After Effects one at a time.

It sounds like what you're wanting to do is send your entire Premiere Pro timeline (or a large chunk of it, at least) into a single After Effects composition where each clip is its own layer and they are arranged with the same order and timing as in your Premiere timeline. To do that, select all of the clips that you want to send, then select File --> Adobe Dynamic Link --> Replace With After Effects Composition. This will create a single composition in After Effects with each clip represented by two layers (one video, one audio) and your edits intact. Be aware, though, that not all effects in Premiere will carry over into After Effects, so those might not be maintained.

Each additional time that you select one or more clips in Premiere and replace them with a dynamically-linked After Effects composition, it will create a new comp in After Effects, with each of the clips that you had selected appearing inside that comp as its own layer or layers (depending on whether you sent audio as well). The only way to have all of them appear in the same composition is to select all of the clips at once, rather than doing it in stages.