Here are two screenshots of one file opened in Lr5 and DxO PL2. In both I have disabled everything there is to disable and applied the same Adobe Standard DCP profile for my camera.
First, the screenshot of PhotoLab, with the Shadow clipping indicators ON:
Second, the screenshot of Lightroom in the softproofing mode, with the Adobe RGB profile set and the out-of-gamut warnings.
As you can see, both show more or less a similar area outside of the Adobe RGB gamut. PhotoLab has crushed shadows a bit more, but the reds/pinks in the photo are not extremely dark, so my guess the Shadow clipping indicator in PL also performs the out-of-gamut function.