I had this same issue. I was developing the schema in an FGDB, and I assumed you could simply copy and paste the feature class over to SDE and the domains would transfer over as this way would work with ArcMap.
For a workaround, I did the following steps:
- Export new schema to XML workspace document with data included
- Import XML workspace document into SDE, this will also transfer over the domains
- If you are trying to get a new schema into a feature dataset, you will need to copy and paste the source feature class as a standalone FC into SDE, then again copy and paste that FC into the feature dataset, it will have a name like _1 at the end. Delete the standalone feature class, then rename the feature class in the feature dataset by removing the _1.
Brian