Utilt cancels Din's Fire. Bair to I think, not sure.
DDD outranges her a lot, and she's quite easy to edge guard. I would consider the matchup in DDD's favor. Even if he can't chain grab her, it's almost as if she's one of the few light characters that DDD actually outspeeds.
Zelda does have some things going for her... For example it's easy to sweetspot her nair/bair/dair spike. If they had to play a spacing game, Zelda could at least somewhat control what DDD is doing via Din's Fire... But not to a very far extent.
Lots of Din's Fire vs. Waddle Dee in this matchup. Neither one wins, they're both good.
The bottom line is that DDD is slightly faster in the close range department, and super high damage bthrows and easy edgeguarding will be Zelda's down fall.
60:40 DDD imo