Currently running Resolve 16.1 and running an project shot on Arri Alexa Camera and setup my grading system Resolve in ACES V1.1 Color Managed.
When I setup my ODT to ACEScg and render out EXR files for VFX and when I try reimport the EXR in the same project I see an difference in Camera Raw and ACEScg EXRs with Highlights clipped in later.
I cannot replicate that. I am running Resolve 16.1 (16.1.0.055 – release version) under macOS 10.13.6, and I see a perfect match between exported ACEScg EXRs and original ARRIRAW. No highlight clipping.
Did you set an IDT for the ACEScg EXR image sequence that you re-imported into the same project? I presume that project is set to no IDT for the ARRI raw files? Otherwise, what are the export settings of your EXR?