The effect looks pretty cool already, but we can use a technique called 'Z-depth compositing' to improve the realism of the UFO effect by having the 3D UFO interact with the 2D smoke and fire layers in a more natural way. Remember that we exported a Z-depth layer when we rendered the UFO with 3dsMax? This Z-depth layer is a black and white representation of the objects and their distance from the camera in 3D space.
Import the Z-depth layer and place it on top of all the smoke and fire layers, just below the branches.
Next, depending on how you rendered out your Z-depth pass, you may want to apply an Exposure effect to the layer and tweak the Exposure, Offset and Gamma Correction properties. The smoke will be invisible where the Z-depth layer is white and it will be visible where the Z-depth layer is black. It will be semi-transparent in the grey areas.
I like to animate the Exposure and Gamma Correction so the UFO Z-depth layer becomes brighter and more contrast-y as the UFO approaches. This will decrease the smoke and fire layer below so it will appear as if the UFO emerges from it.
Set the track matte option on the Smoke of Doom layer to 'Luma Inverted' to apply the Z-depth layer that sits above it as a track matte. Your UFO should now break through the smoke and fire to come to a stop just in the opening of the treeline.
Feel free to add an adjustment layer to your composition and apply some colour correction and colour grading to the shot. This will add some more drama to the effect and, since it will be applied to all layers in the composition, bind them together a bit more realistically.
I like to use the Curves, Levels, Color Balance and Exposure effects for this.