Shape particles cringe

when i exporting scenelike that in vdb and importing in blender i see empty layer

when i export it in png sparks become grey color(

how i can make cool sparks with embergen?

These will not export to VDB. you would need to render them in EmberGen and composite them over your blender render. As for them becoming grey, I think we may have fixed a bug in our latest update for this error.