Avid's DNxHD is not natively supported by FCP officially
The problem isn't with FCPX, it seems to be in OSX as the issue is other places too. But today I looked at another project from around the same time, which followed the exact same workflow and everything is fine in OSX and FCPX. So it's a bit mysterious.
Just transcode it to ProRes 422 and be done with it.
I stuck all the clips in compressor and done that so I could get on with what I'm doing, but I'm not a "be done with it type of guy", I like to know what's going on with things and where problems are.
So I'm still open to thoughts.