In some video tutorials about creating B&W images the instructor, after using PL3 and Sliver Efex Pro, takes the image back into Lightroom or Photoshop for dodging and burning by painting on a layer with a light opacity brush.
It doesn’t appear that’s possible using just PL3 or any of the Nik applications.
Doge and burn is highlight and shadow control right?
(at least in Silkypix it is.)
DPL’s dodge and burn is Smart lighting.
The local way you talk about is using a more manual way: Maybe this youtube video helps you a bit
Brush in local adjustment has multistroke painting function.