I am shipping from South Korea to Brazil. I use Shopify and DHL Express Commerce Shopify App. Brazil requires me to include the Tax ID in the Customer Invoice. The Tax ID/CPF field is enabled, and customers can enter their ID during check out. However, when I import Shopify order data from through DHL, the ID field does not get imported.
The Tax ID field is only supported through GraphQL endpoint. I don't know how the DHL importer works, but might be the case why you're not getting that field. Probably a good idea to contact their support and ask to add support for Tax ID.