Uncompressed (MOV, AVI) and image sequences ( EXR , TIFF, DPX) are the only "true" lossless export formats . It does not support 3rd party codecs
If Prores 4444XQ is "good enough" for some situation, DNxHR 12bit 4444 should be "good enough" too , so if you don't need mathematically lossless, that' s what people use on Win version of Resolve for those situation
However, beware that FFMpeg/Libav (and thus avisynth) can have some issues with decoding DNxHR 4444, because of the ACT (adaptive color transform) used in official codec implementations (such as Resolve, Adobe, Avid) , so if subsampled 422 is ok, that 's the variant I'd use if using avisynth or ffmpeg
https://trac.ffmpeg.org/ticket/8157