I had a quick look at the DGX manual, and it seems to be more limited than PSR / Tyros / Genos when it comes to OTS.
While it has the "OTS Link" function on a button, I don't see any buttons that would allow you to directly select OTS 1-4, or indeed make any change to the OTS assignment - let alone save it, either as part of a registration or the style. The manual describes a function to show the OTS assignment for the current style, but not how to change it.
You'd need to check with a DGX owner, but I don't think you can do it at all.