Having similar issue, similar setup. Using S-video to Blackmagic, then Thunderbolt to Mac straight to CC. I got audio fine on first clip, but after that, nothing. Checked settings--not sure if everything is supposed to be on Blackmagic, per Blackmagic manual, but it looked as if one of the settings had changed itself (forget which). Put it back on Blackmagic, but still no audio. Anyone at Adobe talking with Blackmagic? Do we have to go through Blackmagic's editing software?