In de user guide, both english and french (I don’t read german 
)
“The keywords you enter are saved in the DxO PhotoLab database, but not in the images themselves (RGB, JPEG, TIFF, and DNG files)”
They are in the XMP embeded metadata for JPEG, TIFF and DNG.
Pascal
https://help-photolab3.dxo.com/en/managing-metadata
https://help-photolab3.dxo.com/untitled-5