Since PhotoLab does not give us full quality renditions unless we export the image (neither Prime nor DeepPrime show up in previews, there are issues with optical correction preview as well), close comparisons of images in progress in PhotoLab, unless they are low ISO images is a bit of a waste of time.
I would certainly suggest that you export the versions (not via history but via command-D, creating a new version) as you go and compare them with the external tool of your choice. FastRawViewer can be set to the export folder where the exports will accumulate. FastRawViewer also allows setting favourite folders so it’s not a lot of clicking around to navigate to the export folder.
I might start to set DxO to export to an absolute path from where I’ll move the exports when I’m done with them. Normally one only works on one set at a time. I would like to force myself to keep finished images in a completely separate folder structure and not with the RAW originals.