PowerDirector is not so professional, that it supports those formats.
You are right, PowerDirector cannot handle with ProRes or DNxHR, or even footage better than YUV 4:2:0
You have to convert your footage first.
The most recommended transcoder is handbrake, but I don't know, if it can handle with DNxHR footage.
My favorite is always ffmpeg, but it is commandline driven.
Hatti
Win 10 64, i7-4790k, 32GB Ram, 256 GB SSD, SATA 2TB, SATA 4TB, NVidia GTX1080 8GB, LG 34" 4K Wide, AOC 24" 1080