If you play strictly offline, alone, and never connect to the internet with the unlocker active, your risk is low but never zero. If you play co-op or Be the Zombie, you will eventually get banned or flagged.
Before you download that suspicious .exe file, consider these very real dangers.
Since Epic lacks the same robust DLC licensing structure as Steam, unlockers are rarer and often less reliable. Most "DLC unlocker Dying Light" guides focus on the Steam version.
Summary