I would never use mp4 in Nuendo or Cubase even though it’s officially supported, mp4 is a very problematic media container for countless reasons, yours is just the tip of the iceberg.
ProRes and DNxHD are both a perfect fit as video media containers for DAW playback purposes.
There are countless free conversion tools you can use to recode your videos into ProRes or DNxHD before you import them into your DAW, but if you do this a lot and you also need/want to replace the audio in the video file at the end, I created an easy to use and super-fast tool kit that already helps thousands to handle anything related to video in the audio world. It’s not free but there’s a free trial you can take advantage of and find out if that’s something you would find worth the few bucks it costs.
About ProRes and DNxHD, they both have lots of render options, in my vast experience ProRes Proxy, ProRes LT, and DNxHD 36M give you the best balance between smooth playback and fair image quality.
You can of course keep the original video file before the conversion, so that later when you finish your audio production, you can do the audio swapping on the original rather than the huge ProRes/DNxHD copy.