I recall that EXR renders include a separate AO buffer, but if your compositing app doesn't handle separate EXR buffers that won't do. A:M's "build composite" can do quite a bit with EXR renders but I haven't done much with it.
Shadow buffers in EXR are a bit different than the TGA shadow buffer. TGA captures the whole shadow, even the part covered by the object, but only on surfaces set to "Shadow only" so I'm not sure how self shadowing is handled. An EXR shadow buffer has all the shadows cast by a light, but only the portion visible to the camera. These shadows are not convenient to blur in post like the TGA shadows are..
in TGAs, occlusion or Ambiant occlusion would be captured by doing an all-white render. All objects (and sky) white so that they are darkened only because of the lighting.
In the Birn book he talks about how it is often necessary to capture different shadows on different surfaces in separate passes. It gets complicated when a shadow is falling on something that is also casting a shadow or casting a shadow on itself.
You would need to analyze your scene to determine which shadows need to be captured separately from others, if at all.