I have the Sony DSR-20 and the Sony DSR1500 in order for me to print to DV tape I have to manually start the recorder, I tried this and it does not matter which one I use still the same result. If I use it via the capture video then I can not record the only way is via the tools menu.
Assuming you setup for a digital camera (options, preferences, video device tab) try rendering a small section as AVI using the NTSC DV template saving to your hard drive. Once it is finished rendering go to media pool, click on the camera icon, the print to tape tab, select file, open, select the file you just made and see if Vegas can control your camera that way.
Its what I do for my Canon ZR45, which I couldn't get to print from the timeline directly either.