I spent a long time working in Thinking Particles. Time to try a real VFX program.
Problems rendering out Correct multipart EXR?
If your having issue with V-Ray not saving a correct EXR 2.2 (for use in Nuke) Add in a VRayOptionRE render element. Then enable exr multipart
The official help file has nothing on it but it did help us at Teague.