You can export/import between Affinity and DxO in TIFF, JPG and DNG, regardless of whether or not you have performed color grading via DCP or LUTs. I think I can not export from PL to Affinity Photo with DCP's I use in PL, because AP doesn't support DCP? Is this true? Do I have to choose between working in either PL or AP? In this case, that would only be usefull for Affinity Photo? I do not use any Adobe products anymore (although I still have a standalone version of LR 6 on my computer). I read many positive reviews about 3D LUT Creator. I do however use Affinity Photo every now and then. At the moment I'm not using LUTs or DCPs. So far, I can stay in PL for most of my images. I'm not sure I know how your workflow is when starting within Photolab.

You can, however, use yourDxO PhotoLab presets as a base on which to create your LUTs in the above software. There are LUTs available for free online, and I found a free LUT creation tool here: I use LUTs in Affinity Photo, which, lol, does not support DCP. You can create and load as many DCP's as you like, and once you have applied a DCP to your image, you then can continue modifying your image colors using the various pallette items and save those modifications as presets within PL2.

PhotoLab 2 does not support LUTs, but it does support DCP's which you can create for free, using X-Rite's free ColorChecker Passport Desktop Application.

3d lut creator