Thanks, that was a good hint. So... apparently if you use "Multi-Out" which allegedly includes "Digital" then it doesn't work. But, if I edit the out block in that specific preset and set the out to AES then it does. I get clock and it passes the output signal. Voila.
This means that when I want to use the Helix as an insert effect on the board, I need to create a user preset with the I/O set up to AES. Inconvenient, but it works.
The DM2000 displays clock status on all its digital inputs. Handy that.