If CA is removed in NX Studio and LR but not in PL, most probably the problem is with DxO module, rather than the general DxO CA correction code (too many people would complain here). As sanity check, I would remove the module and add it again, but don’t hold your breath. IIRC, there was at least once a similar problem in PL7 with some Sony lenses (or was it distortion only problem?). I’m not sure they were Mac or Win specific or applied to both. DxO has this Japanese style, rarely admitting mistakes (“minor bug fixes”) 
I don’t have Z14-30/4S to try, so I downloaded sample raw file made with this lens but on Z7. The module should be similar to 14-30/Z8 but who knows?
https://www.dpreview.com/sample-galleries/4872758394/nikon-z-14-30mm-f4-s-real-world-samples – unique photo @14mm, 1/250 sec, f/7.1. Direct link:
https://s3.amazonaws.com/files.prod.dpreview.com/sample_galleries/4872758394/1386844375.nef downloaded as DSC_9881.NEF or 1386844375.nef.
The following three jpegs were made with common settings: rendering=DxO camera profile (Z7), LSO at default (Global=1.0, aggresive), crop at top right corner, jpeg quality=90, no resizing. If CA was used: Lateral CA=ON, Purple fringing=OFF, Intensity=100 (Auto), Size=9 (Auto).
No CA, XD2s (no NR gives similar result):
CA, DP3, seems to work quite well:
CA, XD2s, slightly different than with DP3, but still OK, imho:
I have tried also to add Distortion correction, CVP=50, Microcontrast=16, SmartLighting=Slight(25), with no visible changes in CA corrections.
I would report your problem to DxO.