Would be amazing if we could get a 3 Way Color Adjustment layer in Photoshop to better match up with Premiere and AE workflows. Having the option to save out the Adjustment Layer preset and share it with Premiere and AE would be a welcome addition as well.
I know it's not the same, but replying in case anyone finds the tip helpful.
One thing I do, although it's not the same as the three way in AE/Pre, is to use the Selective Color Adjustment layer. There is an option for Whites, Neutrals, and Blacks, which is similar in the way the three color rings break up the luminosity spectrum. Now you can change the channel mix at each spectrum point to color grade that part of the tonal spectrum. Cooler shadows, Warmer highlights, etc. I can get get very similar results.
If you're color grading using Color Lookup Tables in AE/Pre you can also use Color Lookup in PS.