Sorry, I forgot to get back to this thread.
I don't know about Azul Zulu JDK. But the console does work now with OpenJDK.
I am currently running this Java version:
openjdk version "11.0.1" 2018-10-16
OpenJDK Runtime Environment 18.9 (build 11.0.1 13)
OpenJDK 64-Bit Server VM 18.9 (build 11.0.1 13, mixed mode)
And this DNSDHCP Console Version: OES2018 SP1 2018 2.0.8