Just did some testing in a local park, I really need to take a note book or something with me as I forget exactly what I do when the drone is in the air, i.e. which photos had AE lock enabled/disabled etc, also some guy talked my ear off about wanting to buy a drone.
I am pretty sure as you said you need to enable AE lock to get the bracketed photos, looking at my files some sets have the 3 exposure brackets and some are all the same exposure (assume when i had AE lock disabled)
But I still have the issue of not being able to adjust the pro exposure settings, I have figured out this is because AE lock is on, which makes sense, but the problem is the icon to disable / turn off AE lock disappears for me (tho still displays AE lock at the top off the app, juts below the land text. To get this back I need to switch to video, then turn hdr on then off, then the AE lock icons returns and I can disable / enable as needed.
Cheers, I am using a iphone 6, maybe has something to do with the phone, I am pretty sure it is up to date, but will double check, next flight I may try use my partners newer iphone.