If Adobe can ever get DL to work reliably, it will be awesome. I keep hoping that they'll nail it in every major upgrade. So far, no luck.
I've had a similar issue. I just did a project that had about 30 DLed links to Keylight renders in Ae, as UltraKey wasn't up to pulling keys my idiot client shot using a Long-GOP 4:2:0 codec. My issue was related to project bloat in Ae. It took about 90 seconds to open and save the Ae project, and also, the linked clips in Pr became very sluggish to display in Pr, and rendering would stop there as well.
My recourse was to old-school it and render out all my Comps in Ae and import the renders into Pr. That was a return to the snappy playback I know and love, when I get it.
I've also learned that Pr won't always display Linked clips unless the corresponding Ae project is open in Ae. Once the links are established, I can close Ae or open a different project. The Ae option to always used the highest numbered Ae project in Pr doesn't always work either. I've had Pr try to open a lower numbered version using the Edit Original function in Pr.
Back to your issue, Ae shouldn't really even have to be open for DL to work. But, your issue here suggests that it's required. I suspect it will only be fixed with an application update. But, you can try the usual routine of deleting your Pr prefs and caches, and see if that helps.
You probably know there's an issue with those trash can Macs with their AMD GPUs, right? On many of them, you can't use GPU rendering without getting glitches in your video, and using Software Rendering is the workaround.
What I've described here is using CC 2018 on High Sierra (10.13) on a MacPro5,1 with an Nvidia Titan CUDA GPU and 128GB RAM. I have clients with the trash can Macs who are having the GPU issue.