Hi Furry,
as far as I understood the scenario there is no modem connecting to the ISP. Instead the DIR-600L seems to be connected to the "main host router" (I would call it a Carrier-grade NAT (CGN)) via some other L2 technique (e.g. Fiber). Putting the DIR-600L to the DMZ of the CGN will probably be impossible (as any other special configuration like port forwardings) because ISPs operating such CGNs will most probably not allow/support subscriber specific device configurations on those CGN devices.
PT