This sounds like an issue with DNxHD handling in Premiere. I can replicate this on my mac if I render to DNxHD and run that back into premiere. The image is correct if brought back into Resolve, but looks wrong in Premiere.
This was discussed here a while back:
http://www.liftgammagain.com/forum/inde ... iere.5737/Everything works fine with DNxHR HQ for me though, 444 comes in wrong. Make sure you try DNxHR HQ as I'm seeing good results with that.
Premiere has no controllable colour management, it expects Rec.709 source and doesn't deliberately shift gamma.
A few notes on your workflow anyway:
Your monitor profile should be sRGB, this is standard for computer displays - this affects everything you're seeing and wont make resolve or premiere look different. Just put it on default if you haven't got a calibrated profile.
In Resolve - set colour science to DaVinci YRGB (master project settings) - this turns off colour management as you really don't need it for what you're doing.
On a mac there is a 'use mac display profile for viewers' option that should be off in this case. Does this option exist on windows yet? Turn if off it it does.
Try playing the files back in VLC, do they look the same as in resolve?
For now make sure you've tried DNxHR HQ or HQX.