Why do you start by importing into Lightroom if you are not going to do anything before editing them in PhotoLab?
When you say “transfer” do you mean copy? This shouldn’t be necessary as Lightroom is simply a catalogue which points to where your images are stored on disk.
Equally, PhotoLab doesn’t store your images internally, it simply points to where they are on disk.
When PhotoLab edits an image, it does so non-destructively. In other words, the files themselves never get changed - all changes are written to PL’s internal database and (optionally) a DOP sidecar file.
When you export an image, even to DNG, PhotoLab creates a brand new file by combining the original image with the changes recorded in the database/DOP. At this point, the new file has no way of knowing anything about the changes made before it was created.
In deleting the original files, you are removing the edited image from disk and, if you are using DOP files, unless you also remove these, they will just sit there on disk, orphaned from the image that they were created for.
PhotoLab is not like apps such as Photoshop. There is no need to create output files ever until you want to do something to them like send them to somebody or post them on a website.
Looking at your present workflow, I can confidently say that you do not need to use Lightroom at all.
When you take your images from your camera, you can copy them straight to disk using Finder, organising them into folders as you go, if required, and using Preview to quickly sort and throw out any images you don’t want to keep. Then all you have to do is open PhotoLab, point it to one of those folders and start editing.
Provided you have set the option to automatically sync metadata to XMP files, you can also rate the images there and then in PhotoLab.
PhotoLab will show you the fully edited image and you can assess whether you really want to keep it or not and delete it from within PhotoLab.
You can also create multiple Virtual Copies of any image. This would allow you to have one version with just the edits you have made and a second with the watermark added. Should you need to change anything to the edits, after you have finished, if you need to update the watermarked version, you can simply copy and selectively paste those adjustments into it.
In brief, for the use you are making of Lightroom, just don’t bother using it at all.
Let me know if you have any questions on what I have said.