Since 3.9.1 I have some issues with Spamhaus DQS.
Some scores do not get applied anymore. It somehow looks like, that /etc/rspamd/scores.d/surbl_group.conf overrides DQS-created /etc/rspamd/local.d/rbl_group.conf
With 3.8.4 this did not happen, sadly I do not have the old rpm anymore, so I cannot verify 100%
And since surbl_group.conf does not contain DBL and ZRD, they are not scored properly.
to remedy it, I applied a "dirty" fix, I just copied /etc/rspamd/scores.d/surbl_group.conf to /etc/rspamd/local.d/surbl_group.conf which does the trick.
Nevertheless this looks like a bug either in rspamd or spamhaus_dqs.