An update:
DxO have responded, indicating that the current version of the Nik Collection software from them behaves in the same manner as the previous version from Google, at least in so far as this behaviour is concerned.
So, for the moment, the question can only be answered as per my previous post. I'll repeat the findings in a separate post before for posterity (
) and mark it as the 'Correct' answer. If the position ever changes, we'll go again.
Thanks to all those who commented and liked.
The position as at 14 November 2018 with trying to run Nik Collection filters from an PS Action:
Analog Efex Pro 2 : runs but does not create a new layer with changes on exit - failure
Color Efex Pro 4 : runs but does not create a new layer with changes on exit - failure
Dfine 2 : runs but does not create a new layer with changes on exit - failure
HDR Efex Pro 2 : runs and makes changes to existing layer on exit - normal behaviour.
Sharpener Pro 3: (1) RAW Presharpener : runs but makes no changes on exit - failure
Sharpener Pro 3: (2) Output Sharpener : runs but makes no changes on exit - failure
Silver Efex Pro 2 : runs but does not create a new layer with changes on exit - failure
Vivenza 2 : runs but does not create a new layer with changes on exit - failure
Conclusion: it's a Nik Collection issue, which affects every programme except HDR Efex Pro 2, and DxO have confirmed the failure exists in their current version 5.0.0.0 64x (v1.2.14)..