You can losslessly convert mkv to mp4 (and use FCP etc to convert that to ProRes) if the contents are valid like H.264 video and AAC audio:
ffmpeg -i example.mkv -c copy example.mp4
To convert mp4-incompatible audio to AAC use:
ffmpeg -i example.mkv -c:v copy -c:a aac -b:a 128k example.mp4
https://gist.github.com/jamesmacwhite/58aebfe4a82bb8d645a797a1ba975132
I recently had to edit a .mkv file and at first I tried to losslessly trim it with MPEG Streamclip and Avidemux by editing to the GOP. But the desired I frames were inside the smallish clips so a few seconds of important material would have been clipped off (usually the GOP I frames are at scene break points so this works then). So I used ffmpeg to losslessly convert .mkv to .mp4 (it was not 100% lossless because the subtitles were lost) and used FCP to edit it and exported to .mp4 (in fact I exported from FCP to ProRes and used ffmpeg to encode it to H.265 .mp4 although I could have done that also in FCP).