If you're going to DSP Studio > Output Format and selecting 2xDSD in DoP format (requires DSD capable DAC) under Output Encoding or any of the other DSD options there, it does go through a PCM conversion first. There's no DSD to DSD conversion possible without first going through PCM (e.g. DSD64 > PCM > DSD128). Basically avoid using any DSP Studio options and it'll be passed through natively.
The best way to avoid PCM conversion is to disable all checked options in DSP Studio, especially Output Format, enable DSD bitstreaming then enable DoP if your DAC supports or requires it. It should output native DSD without any conversion whatsoever.