You render out of vegas uncompressed and open that in AE , do whatever it is you want to do in AE and renderthat uncompressed and bring back to Vegas.
........ if not what does effects do that vegas does not do.. .......
apples and oranges ,
you could also frame serve with satish's frameserver. Don't have a link on me so I'm gonna hope that good ole grazie has the answer especially since he loves to use it and is always so willing to help.