For close to a year when we got two new cameras that recorded in XDCAM we ended up with projects with two angles of XDCAM via AMA and one angle MXF all in one multicam group. Never experienced any issues with the workflow. Definitely worth noting, we would always MXF mixdown once the edit was finalized. But never encountered any issues during the edit. This held true across MC 5.5, 6.0, and the current updates to 6.0.
On the subject of DNxHD. You can avoid having to import a mov wrapped DNxHD file by rewrapping it yourself (which saves time over the import process). I can’t really give a good explanation how to do this, its been an awful long time; I remember I found a command line binary that worked with ffmbc to do the rewrapping. Ultimately it’ll probably save time overall to just import, than search out a new method.