Happy to help but, as @Wayne A. Pflughaupt already pointed out, ARC is a HDMI protocol. Unless the DVD player can be connected that way [has an HDMI port] it will not be able to utilize ARC.
Right. The audio chain is completely unaware of the TV as you have a direct connection from the DVD player to the receiver that excludes it. HDMI simplifies all of this so your best bet would be to spring for a DVD player that includes it. They're pretty affordable these days.