So you have a security only deployment that has no T1/T0 routers, no Edge Nodes, literally no overlay segments and you consume DFW on your vDS port groups that are backed by VLANs. DHCP Server is a stateful thing and it does require Edge Nodes.
You might want to change Segment Security policy that allows DHCP to work if you place a VM with DHCP Server enable on a segment.