CADD is just for SNP and based the "same feature set and training data used by DANN", i guess that DANN is also just for SNP.
"Please note that only SNPs have CADD scores, as indels/CNVs cannot be matched to CADD database." from http://annovar.openbioinformatics.org/en/latest/user-guide/filter/#cadd-annotations

i have the same question. anyone know detail?thanks for your help!