Within your shipping rules in Shiptheory, it's now possible to specify the Duty Payee for each rule. This adds more flexibility than the option in your DHL settings.
To specify this, when creating a DHL shipping rule for an international service, you will see an enhancement option for either "Sender Pays Duty" or "Recipient Pays Duty":
If this is left blank, Shiptheory will default to the option specified in your DHL advanced settings as explained here.
If you have any issues there, or any questions regarding this, please Contact Support.