No no no, those are not compression artefacts! They are some kind of weird colour separation and it only happens when I increase saturation in Premiere, when I increase saturation to the same level in AE, these artefacts don't appear at all.
Perhaps a direct comparison will better show what I mean:
And of course, I do use colour balance, adjusting shadows, midtones and highlights separately; that's how I do most of the colour correction. But sometimes you really need to adjust the over-all saturation, though after some experiments I decided against the saturation boost in this case, because I really don't like what it does with the skintones.