You could also try this:
Import the VFX Shots in a new Bin ("e.g. "vfx"), and then reconform ONLY directing to that folder, not the source footage. And then copy that into your main-timeline.
Sometimes this doesn't work right if some Metadata wasn't preserved correctly, then you can try to go to your Project Settings, Master Projects Settings, Conform Options. There's an option "Assist using reel names from the:", activate that and set it to "Source Clip Filename". If that option is already in use, sometimes it can also help to deactivate it if the conform fails.
If TC is gone though, you are usually out of luck
//edit
For relinking the Preview Proxies to the DPX, I don't know if that works by just doing that in the Media Page. I'd conform with the Proxy Files, and then Generate a new (!!) AAF, and then conform from that when the DPX are there.