Data in .dgn format is not displayed on the map after setting custom projection when ArcGIS Pro is in the Portuguese (Brazil) language.

Solução Provisória

First alternative:

1) Go to ArcGIS Pro's language settings. Click Project, Options and Language. In Language, change it to English.

2) Restart ArcGIS Pro so that it reflects the changes applied.

3) Follow the same sequence of steps indicated in items 2 to 10 of the 'Steps to Reproduce' section. Once the tool has finished running, the data will be drawn correctly on the map.

Second alternative:

1) With ArcGIS Pro running with the language pack enabled (in this case, Portuguese (Brazil)), access the Define Projection tool.

2) In the Coordinate System field, click on the globe icon to find a coordinate system.

3) Right-click on the desired coordinate system and select the Copy and Modify option to customize the settings that the tool will apply to the data;

4) When changing the Linear Unit to Kilometers, manually set False Easting and False Northing to the values 500,0 and 10000,0.

5) Save the options and run the tool. The data will be drawn on the map normally at the end.

Etapas para Reproduzir