The ASI585MM Pro requires the new SDK from ZWO which is included in the June 2025 nightly build in NINA. If you use the stable build from NINA (nightly is just as stable now as stable) you will only be able to connect the ASI585MM through the ASCOM driver (with latest ZWO ASCOM driver). This seems to be a consequence of the 585MM chip/handling as other OEMs are needing similar work.
Would have been nice if ZWO took the opportunity to create a HDR mode while they were making the SDK to work with the ASI585, but they sticked to their existing strategy.