" 1. Import .cr2 while 32 working space is set to ACEScg." How are you initially converting your raw image? Is it being converted into a linear image in ACEScg or similar color space? There is a command line tool called “rawtoaces” to convert raw image files supported by the libraw library into ACES (see this thread: Rawtoaces - Calling All “developer-types”). Using this tool, you will convert your CR2 or similar raw file directly into a linear EXR in ACES. Then you can import this file into Affinity Photo (AP) knowing it is “correct” or avoid AP altogether and go straight to Resolve.
Have fun!
Kirk