On ePO, when you click on a workstation, then click on more, on the DLP part, does it say that the policy is enforced on the agent status section?
Agent is running in device control and full content protection mode
I did almost the same around that time, so far we have printing rules issues. But my policies were converted and applied succesfully.
I had a similar issue with my 9.1 to 9.2 upgrade. The few machines that i hadn't got around to upgrading were not reporting/ enforcing policies correctly.
Under the Agent policy i set it to report full product properties on agent to server communications.
After a few days (laptop users that were in and out the office) all the machines started reporting correctly.