Sounds like you have tried it all, and the only think i can think of is the MAC address is in the correct format, if that does not help your issue here, i think you are right that it could be a bug or limitation in the API, as the fact that the /dna/data/api/v1/clients
endpoint works for MAC addresses but /dna/data/api/v1/clients/query
does not suggests that the latter might have a problem with MAC address queries.
This then is a TAC issue or you can and should use the Make a Wish feature in the Help menu to communicate this directly to the Product Managers at Cisco. It means a lot coming right from the customer or run this via your account manager.
Hope this helps.
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