The current zen spamhaus check only covers SBL, SBLCSS, XBL and PBL blocklists.
To query DBL, one can do host domain.com.dbl.spamhaus.org 127.0.0.1 on cloudron . Would be good to get this automated like the zen check
I really like the blackllist checking being built-in. Frankly, I'd also be a fan of getting notifications about it. I suppose UX-wise, perhaps this is the appropriate sort of thing to trigger a yellow status on email.