You can make DPX files in Adobe Media Encoder, but what is your workflow? What do you plan to output? It is certainly not easy to edit with image sequences, no matter the format. Better to find out your goals and then work back from there.
I would like to finish to 2K, 1:185, (2048 X 1104). I'm on a 27" iMac with Mercury Playback is on my side.
I'm cutting ProRes because I just came from apple software last year and I like that codec but I'm not bound to it.
I may bypass the DPX route until I get a better CPU net year.
1. I will be capturing Raw images with Dragon frame or intevelometer.
2. If I'm not going the DPX route I will bring the raw images into Light Room and output jpegs.
3.Bring in Jpgs into Ae as image sequences (2784 X 1856).
*In Ae I will do the compositing, rig removal.
*Each shot will be a composition.
I'll set up a Dynamic link here... Haven't done that yet but doing the research now.
4. Bring into Pr for editing.
*The footage is a lot bigger then the output so it is here that I'll crop and scale the footage. There will be some moves within the shot so I have left the footage large to give me more options here.
5. Not sure if I am, or what software I'm colour grading with (or if I'm doing it). I may keep the contrast/saturation low until now. Regardless I will be grading at this point.
6. Output to various resolutions in 1:1.85 aspect ratio. largest being 2K.
Since your declared goal is to maintain RAW flexibility while editing, I'm not sure I understand why you're exporting jpegs out of Lightroom instead of importing RAW files directly into AE...
Once you're done with AE, you can either import your composition into PrPro via Dynamic Link or export lossless intermediate out of AE and import it into PrPro - that's where DPX sequence may come into play (as well as any other production codec you like). See this thread with some advanced comments from Todd on when to rely on Adobe Dynamic Link, and when - on a digital intermediate.
Although DPX is capable of handling 'over range' values, and PrPro has Cineon Converter effect on offer, AE -> PrPro DPX workflow is not as straightforward... Personally I currently prefer UT Video, TGA sequence or DNxHD 444 depending on circumstances, and would appreciate if someone could shed some light on efficient DPX workflow...
Also bear in mind that neither PrPro nor AME (Adobe Media Encoder) is a colour management aware application, therefore, your best bet for AE -> PrPro trip is non-linear 32 bit sRGB workspace within your AE project.