I tried Cinema DNG files from the Black Magic Pocket Camera in the first release of V12 using an AES project. That was far from a pleasant experience, I gave up very quickly. Years ago I'd also tried DNG files from the SI2K camera and that experience was much the same.
I also found a problem with V12 using a single DNG file as a still. FXs would take affect when previewing with the FX window open and but not in preview or render.
Funny that this topic came up as I wanted to do the exact same thing just today and was having issues. I searched and found this post on CreativeCow. http://forums.creativecow.net/thread/24/882162
It talks about a script that used to exist in prior versions "Render Image Sequence" and when going to scripting in Vegas 13 I saw it was not there. So I went and grabbed and copied that script from Vegas 8 into 13 scripts folder. This allowed me to render stills at the interval I desired to to be imported. I then created a new project and picked Import -> Media and navigated to the folder with the images. It identified the sequence once selecting the first and I also checked the checkbox for "Open Sequence" and clicked OK and then a Properties dialog appeared and I adjusted the timecode to custom. In my case the "render image sequence" script was used to take a 15 second clip to 3 seconds and I had 90 images. I entered 3 seconds as the custom value and a file was generated and appeared fine when placed into the track. Hope something above is useful and I am running B310.
The post by the OP is call import image sequence - reference VegasPro 13 i believe.
But what is the issue? The dialogue about create or render image sequence from the timeline OR render sequence at intervals? OR ??? what is the problem?
Clearly the image sequence to open diaglogue is still in place as skosh testifies.
Sorry for the confusion.... I added the "render image sequence" part as I wanted to take a clip from 15 seconds to 3. I did not include in my post that when I imported I used File -> Import -> Media and the dialogue has the sequence info in it which I believe is the same as the OP.
Is there something named import image sequence from the file menu? I found "Open Sequence" in the import Media dialogue and it works for me at least and I am now on Vegas Pro B373 as well. I believe the issue from the OP is when he imports he is only getting some of the frames and those missing are black.