One of the main reasons that I upgraded to Vegas Pro 14 was that H.265 support was listed as a feature of this release. When I try to open an H.265 video file I am told that the file contains no video. What do I need to do to use H.265 files?
Things have changed in that you're not using VP 14 and there might be hardware decoding for HEVC which improves performance. DJI files are still known to be problematic.
Try making proxy files- 4K60p is not playable in real time on most systems even if it is all working right. Failing that, transcode to an intermediate format.
I'm taking part in another thread here about Vegas crashing when the decoder is unable to keep up with the timeline playback. Maybe a related issue.