Answering my own question:
To work with the Deep Kernel Analysis feature, add the following key in the registry:
BTW, that "DisableDOPClockGating" didn't solve my problem but I did find a workaround.
In case anyone else is seeing the same error, what did work was pasting the contents of an include file into the kernel file. Once that was done the Deep Analysis function ran fine. I assume the kernel gets rebuilt and instrumented and include files are problematic? No idea. :)
I sent a repro case to Intel.