As we discovered recently, PS uses half float for EXR all the way, full float will be clamped to half float no matter what.
What if you try to paint a color over these areas? In my case with similar problems, I wasn't able to paint any color on top of those pixels, they'd always stay untouched. What fixed it for me was to save as HDR, this would fix those places and I could paint over them.
What does it look like in After Effects? Curious...