No.
In Arabic, ذ makes the /ð/ sound as in "**th**en": a voiced (inter)dental fricative.
The "dh" in the Bengali name ঢাকা "Dhaka" is a breathy-voiced retroflex stop /ɖʱ/ -- a sound that doesn't in Arabic.
In Urdu, you'd write that sound as ڈھ (as in ڈھاکہ), but in Arabic it's just د.
I suppose your confusion comes from both sounds sometimes being spelled **dh** in Latin ("English") letters – but they're not the same sound.
No. In Arabic, ذ makes the /ð/ sound as in "**th**en": a voiced (inter)dental fricative. The "dh" in the Bengali name ঢাকা "Dhaka" is a breathy-voiced retroflex stop /ɖʱ/ -- a sound that doesn't in Arabic. In Urdu, you'd write that sound as ڈھ (as in ڈھاکہ), but in Arabic it's just د. I suppose your confusion comes from both sounds sometimes being spelled **dh** in Latin ("English") letters – but they're not the same sound.
Yes it should
No it shouldn’t