HAL_SPI_TransmitReceive_DMA() returns before the first SPI clock cycle finishes.
What do you mean by "everything seems fine"? Is the receive buffer updated? Can you observe transmitted data on the wire with an oscilloscope?
Which MCU is that, what is the system clock frequency and the SPI clock? Is it master or slave?
Have you verified the SPI and GPIO registers against the reference manual?
