On my setup, Fritz 14 will analyze Chess960 games but won't use the Fritz 14 engine to do so. Chess960 play and analysis works only with certain engines.
If you haven't already done so, try installing Stockfish 7 and use that for Chess960 play and analysis. I don't know if this will work for you but it works for me.
I recently upgraded from Fritz 13 to Fritz 14. Unless I am mistaken, I recall being able to analyze Chess960 games in Fritz 13 no problem. But today I tried to analyze a Chess960 game in Fritz 14 and nothing happens. Am I missing a setting? Or did Chessbase drop support for Chess960 analysis?