With external recorders like Atomos Shogun or CD Odyssey recording either Prores or DNxHR / CinemaDNG respectively - and in the light of the last thread here about "terrible" Prores handling by Vegas - how about the 2 other codecs? How do they fare?
DNxHR can be decoded in Vegas - but as 8bit only. And the playback behaviour is weak too. transform it to Cineform with tools like Tmpgenc if you wish to edit it in Vegas.
CinemaDNG - I think that cannot be imported in Vegas. You may have to use Resolve for it.