Protools does not lock to MIDI clock. It can however lock to MTC or generate MIDI clock, same as Cubase/Nuendo.
Ableton Live certainly can lock to MIDI clock, it was more or less came from the origin of the sequencer. Cubase classic decades ago, could lock to MIDI clock, too.
Despite these exception, MIDI clock doesn’t carry stable enough information to play audio against. It only sent/received 24 pulses / quater note which has no relation to the audio clock so that daw tries to lock to it has to time stretch all the audio it plays.
Besides, use of MIDI clock slaves in Cubase/Nuendo is far more superior than any other DAW. Set up all the MIDI clock devices in your setup as external instrument, once you’ve done that, you can insert any buffered plugin to any of them without causing shift in timing. Cubase compensates those delays by shifting MIDI clock earlier no matter how complex the routing is. This cannot be done in any other sequencer and it is actually a new ‘feature’ in Cubase11/Nuendo11.
I use lots of MIDI clock devices, SND ACME-4 to convert, control and distribute MIDI clock to other devices, 909,808,303,NordModular, G2, analog sequencers and etc. All locks to Cubase very solidly and you can even use lots of UAD plugin on their individual outputs like 1176 on the 909’s BD out while playing, and everything still perfectly stays in sync. This is impossible with any other daw on the market.
Setting external insts needs a few know-hows depending on how many MIDI outs or audio inputs, if you need help please ask.