Knowledgebase: Calculation of Conditional Formats on Cells covered by a DynaRange using the "Parents below children" setting is currently not fully supported and may lead to unexpected formatting results.
As this would be a very helpful feature, would be nice if it will be supported in the future, as of now workarounds needs to be taken to get the expected behaviour. For example P&L structures are often shown this way, and this would allow to use cond. formatting to unlock cells in planning reports.
As a workaround we advise to make your conditional format to cover at least one cell top (for vertical Dynaranges) or left (for horizontal Dynaranges) from the DynaRange. That way it's not getting lost on expanding / collapsing the Dynarange. See attached .gif.