I think the latest AME doesn't support third party codecs like DNX HD. Adobe switched to using their own Quicktime engine, which only has limited codec support. They did this because of Apple removing 32 bit support in Catalina. Catalina only has Quicktime X, which doesn't allow third party codecs at all.
If you export from Avid using Avid DNX MXF Op1A, it will work in AME. Its Quicktime that is the problem.