Multi passes appear as black layers in photoshop.
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Please, sorry for long reply!
Currently the AOVs/passes functionality doens't support a general subdivision of shadows/non-shadow passes. At the moment the separate shadow pass can contain the shadows casted to the "Shadow Catcher/Matte" material and that are outputed to the "Alpha channel" pass.
Later I will add a lot more functionality to AOVs/passes including many kinds of masks and beauty pass subdivision into elements.