HI. Would like to know if you didi the pull off to the VFX (exported the shots to VFX work) from DaVinci. If so, did you exported already in Proress? And also if you're using some form of color management (RCM or ACES).
TO explain.: I didi a job shot on ARRI (proress 4444XQ) where we had to do a collect converting the "raw" midia to also proress 4444, but already trimmed down to the cut for me to work on the color. The VFX, in paralallel, worked on the proress from camera exported while I worked on the "converted" midia. The converted midia was exported to me without any color management, using only the " tag" from the timeiline colorspace while vfx exported to me DPX files (wich dont carry this metadata tag). What we've learned is that (when working with RCM) davici does interpret this tag on the proress files. So, the converted midia was expoted to me with a tag as rec709, and the DPX had no such thing. And problems like you mention arose. My color did not match the VFX files because of this; Davinci was " interpreting": the footage based on the metadata tag on the proress, and we had to come with a workaround applying a LUT file to covert the DPX from VFX from rec709 to P3 (my main mastering colorspace). I know this workflow is the opposite of what you have, but to pay attention that when Resolve exports proress files, it "really" interprets the tag on the proress . So there is kind of " colorspace conversion" when you do this, (exporting proress from DaVinci) when, i my opinion, there should be none. If the tag is difernt from the colorspace of the file you're working,, you will have mismatch problems. Maybe the VFX file is tagged in this manner. But this only applies when you use some sort of Color Management. If you only use de " DaVinci YRGB colorspace, you should not have this problem.
Hope i was clear enough....