DNG is absolutely fine. You're worrying about the wrong thing. In and of itself, DNG isn't your problem here.
Your problem is that Adobe software won't recognise the edits that you made in DXO. So you'd need to export as jpegs from DXO in order to bring them home, and I bet you don't want to do that.
Dust & Scratches filter at about 25/6 should do it.
But you won't be able to allow the D&S layer to be masked too close to the hair. Near and in the hair, you'll need to do it manually, with cloning.
Great! So simply add a Levels layer (or Curves would work too) and choose the black eyedropper from the Levels/Curves panel, and click just above her fringe (or "bangs" depending where you come from).
Then add a black Solid Color layer and mask it on.