I was able to use Python API fine with Pro 1.4 and Python API 1.2 version. I just updated Pro to 2.0 today, and found the import arcgis command returned errors:
The errors only showed up when opening Jupyter Notebook with the Python prompt under ArcGIS Pro; when I tried to open the same notebook with Anaconda prompt, everything worked well. I wonder why this is happening... I initially installed Python API through Pro.
Thanks a lot!