Yes, you can use that setup. I have done exactly the same except with ZA3, but the concept is the same. I have a HiBy R6 Pro II DAP, and I have previously run a 4.4mm balanced TRRRS/dual-XLR cable from the DAP’s balanced Line Output directly to the XLR inputs of the ZA3s’ right XLR inputs (running a pair in as mono blocs), driving KEF LS50 Meta stand-mount speakers.
Having the HiBy CR06 dock is nice, especially if you plan to eventually set up an external DAC, because the dock allows you to keep the DAP charged while outputting digital S/PDIF coax to a separate DAC. The built-in AKM DAC of R6 Pro II, however, is already quite good indeed!