I just recently retired from network engineering work where I used both AutoCAD and Visio, often duplicating drawings in both software applications (including conversion to .pdf) and, I must admit that since retiring, I have lost a step or two trying to remember just exactly what I would do if I were in your shoes.

The only question I can think of with respect to the missing items is do you have the layers turned off in the Visio drawing?

Wish I could be more helpful...