Why would sdi to hdmi work, but not when I convert sdi to hdmi to dvi
You don't say what the HDMI source is, but there are two possible options. First, which is true for any HDMI to SDI converter is that the HDMI source might require HDCP protected link which the HDMI to SDI converter cannot possibly provide (legally). Second option (which I have met with Aja SDI to HDMI converters actually) is that the SDI to HDMI converter always uses HDMI protocol (does not switch to DVI protocol when DVI display is connected) and the DVI display is not compatible with HDMI protocol so it cannot display the signal.