It may be Permiere Pro doesn't support hevc-encoded video. It may be it isn't built in or has an inferior implementation.
If it comes to OBS, using hevc or the ffmpeg output in general isn't a supported configuration. You're on your own. You can use it of course, and most things work of course, but if something doesn't work, you're on your own. Supported and proved to run with the maximum amount of compatibility is h.264/x264 only.
If if comes to hevc vs. h.264, hevc is 'better' only in terms of compression. Videos encoded with hevc are half the size of h.264. That's all. Quality is the same for both. If you're recording and not streaming, this is irrelevant, because if you use a quality-based preset like CQP, and not CBR, your videos are only bigger with h.264 but the same image quality. So if you're recording, just use h.264/x264! You have unlimited disk space, so compression size doesn't matter. You get the same quality and better compatibility.
And if you're streaming, you can also not use hevc/h.265, because no streaming service supports hevc. This is because of the h.265 license, which made h.265 kind of a stillbirth. Streaming providers have to pay for every connected client, if a stream is encoded with h.265. This works with paid movie streams like Netflix or Amazon video streaming, but not with free gaming/whatever streaming from services like Twitch or Youtube, so all the free streaming services are unable to offer h.265. Because of this, the AV1 codec is being developed as free alternative.
