@feszg Have you tried running the policy from the command line and perhaps running it in verbose mode to watch what is happening? You may be able to gather a bit more information to help you narrow down the cause.
jamf policy -id <id#> -verbose
What does the policy log say when it fails like this? What else does the policy do besides install the DMG? I have seen policies report failure from Self Service because a script failed. The software was installed, but something a script did was not completed.