Thanks for sharing the topology . Since the issue is specific to DC2 Edge Routes not showing in DLR . I would also like to know underlying vSphere design

1. Are these stretched clusters by any chance ?

2. The workload subnets which are behind DLR , is it showing under both the ESG routing tables (DC1 & DC2) - In your case there is no outbound filtering for DLR - so I'm expecting , ESG should show those routes or you have a bidirectional routing problem with DC2

3. Run a bgp debug specific to DLR interfaces which is peered with DC2 ESG and please do share the results