The overwhelming majority of DO residency complete an osteopathic internship and then go to PM&R residency. There should be any problem except if you go to a PM&R program that starts at PGY1. If you do not complete a DO internship then you cannot practice in the states of PA, OH, WV, OK, and Fl. There are ways to get around that. I think it is called "Resolution 42." The AOA has been concerned about losing it members and therefore created this resolution.
Honestly, why bother applying and spending more money for MD internships when it is so much easier to get virtually any DO internship of your choice, even through the scramble? It is not as easy matching into a Prelim medicine or transitional year on the MD side.