I currently have Tracktion running in a DLL. I have exposed EngineHelpers::showAudioDeviceSettings(), but when I open the window, the contents are not scaled properly. For comparison, the left window is from the DLL, and the right window is from Tracktion’s AudioRecording example.
IIRC there is also the JUCE_WIN_PER_MONITOR_DPI_AWARE preprocessor macro that plays a role in this. See if it changes anything in the behaviour of your DLL build