I am not sure why you are getting could not set your device error. The dpc methods still works i tried to enroll and successfully enrolled my personal device but i not sure why it is not working. for testing try out with test dpc from playstore

manully install your dpc to a personal device and try enrolling it. If that sets up then the issue is in downloading or the wifi details. I am not sure why it did n't get downloaded i guess by default android works for only playstore link. ( not sure )

Mostly yes because you cannot commercialize it with a custom dpc as google has stopped accepting custom dpcs but they let the existing custom dpcs work. And your work is much easier with android managemet api.