I Rendered a test scene multilayer exr. It is include cryptomatte passes. Those passes work very well in after effects. But in Nuke, it is not.
I found it!!! you need to rename your view layer to "scene" it's really akward but it works. wasted too much time on this... (using 2.8 thou), also no need to use the compositor to output the passes, it'll work just fine...
Ok, here is the solution. https://github.com/Psyop/Cryptomatte/issues/19
Just download the latest Cryptomatte plugin for nuke from pysop github, at least for me it work's https://github.com/Psyop/Cryptomatte