I’m searching for the best way to get for instance the speed information rendered from another application into its EXR file from the composite nodes, similar to what can be done in other compositing apps with, say an rpf file.
Taking the EXR in via image input doesn’t give access to all that, just image ; alpha and Z.
Maybe there would be a workaround to make as if the EXR layers were blender’s own render layers?
OpenEXR native only supports color, a and z. OpenEXR extended, called Multilayer in Blender, supports any of the Blender Render Passes, such as Speed. The Multilayer format is open source and can be generated by any application. The Image Input node will automatically recognized a multilayer EXR image and provide you with the sockets to use the stored layers.
I don’t personally know what this rpf file is or what app generates it, but if you need to use that app, then contact them to see if they will put out a multilayer EXR image using the Blender mutlilayer format.
Wow Thanks, I was actually hoping from an answer by you and indeed it came so fast! you really are the composite expert 
This is great, and means that I just need to investigate more with the other app’s render options.
EDIT:
Trying to render a multilayer openEXR from blender itself and getting it back with the input image node, I still have only the 3 basic slots.
To get Blender to OUTPUT the passes from the BI renderer, you need to enable the passes in the Render Layers panel (Scene Render RenderLayers panel, bottom set of buttons). See also wiki.
I don’t know if the 3DSMax Multilayer OpenEXR is compatible with the Blender Multilayer OpenEXR format. Easiest way to test is to try saving the different passes in Max and then trying to open that file using the Image Input. If the layers are compatible, hurrah! Otherwise, I would suspect that Max, being the latecomer to the party, made theirs different. Best to ask on the Max forums, perhaps they have a converter to convert from their multilayer format to ours. Traditionally, the Max formats are closed and proprietary, and thus have to be different and incompatible with open and public domain formats.
I would be very interested in knowing if something other than obj’s can be piped from max to blender, as that is a section in my book that I am writing.
About the BI to BI, I only had to uncheck combined and the extra slots appeared just as you said
I’ll let you know about the rest… it’s true that the OBJ file is really well supported from both sides we painlessly switched back and forth between max and blender right in the middle of the modeling process, and we’ll send stuff back for sculpting, etc…