Complementing Kyle's answer: there may be cases where OpenStudio indeed does not load ddy DesignDay definitions, although you have specified a valid ddy file path to a ddy file. The reason is that the ddy file does not contain valid DesignDay definitions (or any such definitions). You can verify this by opening the ddy file with a text editor.

In this case OpenStudio also does not show the ddy file path as accepted. accepted.

As a recent example I observed this problem with a ddy file for Sant Ana John Wayne Airport (CA), which did not contain DesignDay definitions. definitions.