I know you can connect with just a USB c to USB c with the latest iPads and MacBooks, so should also work with Lightning to USB C, but don't have that exact cable to test with DWs older iPad.
And this one trips me up every time - you have to enable the hardwire connection in the AUDIO setup window, not the MIDI setup window of AUDIO MIDI Setup.app Once enabled in AUDIO, it becomes available in MIDI.