It's amazing your actually almost there. I am going to explain the 'Hidden Feature' Now to make it all work.
I have attached screenshots as detailed as possible:
1. First, Install Virtual Network Adapter As described in this tutorial (Click Link):
How to create virtual network adapter in windows 11 or windows 10
2. Once You Install the adapter, go to Start -> Type Control Panel -> In Control Panel type 'Network' -> Click on 'Network & Sharing Center'
3. In 'Network and Sharing Center' click 'Change Adapter Settings'
4. Find the new virtual network adapter 'Microsoft KM-Test Loopback' (I renamed mine to ArtNetLoop) -> Right Click -> Properties -> Double Click 'Internet Protocol Version (TCP/IPv4)'
5. Change Settings as Follows -> Click OK
6. Open DMX Control 3 (I am using v3.3.0)
Go to Settings -> DMX Interfaces -> Add Device - Artistic License -> Art-Net
[LEAVE ALL SETTINGS DEFAULT ('0')]
Change 'Additional Sent to IP' to the IP Address your Virtual Network Adapter is set to.
7. Open Pro DMX 2 -> Create a New Project AND SAVE AS! -> click Tools -> Options -> ArtNet -> Input -> Make Sure Network Adapter is set as your Virtual Loopback IP Address.
Also Make sure the On/Off Button is Turned ON [GREEN] Click It 
8. Now for the Hidden Part. Click the Check Mark at the bottom and you will see this screen.
Make Sure you are in universe 1 (On the Right) -> CLICK THE 3 DOTS AT THE BOTTOM OF THE FIRST FADER
9. In this Window, Copy the Following settings exactly and hit Checkmark. [Only Adjust Setting Circled in Blue]
10. You should now be controlling ProDMX2 Faders from DMXC!
11. Now create your fixtures in ProDMX2 and Build your 3d show!