We got around this problem by not protecting the DLL's separately, but by bundling them in with the EXE (using Enigma to do that). That fixed another problem we were seeing where we could get prompted by Enigma dialogs multiple times (once for the EXE and once for each DLL).

Hi, we just started using Enigma (version x64 5.10), and everything works if I only protect my app's EXE file, but if I also protect any of the three DLL's we use, then running the protected app generates a "This application could not be started" message and sends me to this webpage about SHIM ...