Hi,

"dl" means "overcurrent" for most chinese spindles.
The part may be a self resetting fuse - but without identification numbers it can be basically anything.

However: the blown part is most likely the result but not the cause of the problem. I'm quite sure that even if you manage to get a replacement it will blow again.
Check the spindle for shorts agains each phase and housing. This is however hard to impossible to to with a cheap multimeter - it is better to give it to someone with a proper insulation tester.

(and be careful with VFDs - they can kill you)

Christian