Previously, FC opened, as per the Resolve User Manual, with a loader pointing to the source clip and also a saver node. This is the starting point for FC compositing, rendering and returning to Resolve.
But now, with the latest versions of each, FC opens with a blank composition. Tried various flavors of DnX, same result.
I was encouraged to see in the Fusion 9 Release Notes that DnX is now more fully supported. And the Resolve 14 User Manual shows FC methods.
A clue might be that the Fusion 9 User Manual now says--in the very first sentence of the Fusion Connect section-- "Fusion Connect is an AVX2 plugin for AVID Media Composer." No mention of Resolve.
Missing something??? Has Fusion Connect undergone some change that is not obvious???
I think you have probably found a bug with regards to saver node in that workflow. ( I have found it quite buggy on the Avid side since blackmagic took over from Eyeon)
The party line is probably that officially, yes, the fusion connect plug in is an avx plug in for Avid Media Composer. It is a separate download, and if you launce avid, you will not see the connect ability until you install the plugin.
If you haven't installed the plug in, and launch Resolve, you should still see the ability to "connect" to fusion, but I'm sure there is some programmer somewhere saying "yes, but you are not using the connect plug in for that".