I recently got the same message, although I’m on Mac.
The video which caused the warning was converted into DNxHD by a program called “DNxER” by Audiospot, which I’ve been using quite a long time without serious issues.
Note: “my error” appeared immediately when I wanted to play back the video. I’ve read in your post that your video plays back fine, doesn’t it?
Though, when I converted this very video from the original format into DNxHD again, but this time through a recently-purchased-program-called-“FF Works”, Nuendo didn’t render this error and played the DNxHD-video flawlessly…
Since I’m not able to check “from the outside” whether a DNxHD has been converted properly or not, I can not 100% certain say that DNxER’s coding was the culprit, so please forgive me if I’m sending you into the wrong direction now.