Where I've dealt with this scenario before, I've usually separated the build process to have a separate package to deploy to DXP/Azure vs on-prem containing the DXP/Azure specific config similar to the approach you mention of using the web.release.config.
As far as I'm aware, there isn't a generic web.DXP.config or similar which would allow you to apply the transform across all DXP environments but there may be a way to do what you're looking for without that. If you are deploying to integration then promoting that integration release to pre-prod then prod either via the API or PaaS portal, I think the config transform for each environment will be applied on top of the already transformed config so you should be able to put all of your DXP-specific transformation in the integration config and that will be carried through to other environments. The one caveat to that is that, if you were to modify your deployment process to deploy releases separately to each environment (rather than promoting between environments), bypassing the integration environment would mean you wouldn't get the DXP-specific transforms.
"As far as I'm aware, there isn't a generic web.DXP.config or similar"
That's unfortunate, but thanks for your reply.
"If you are deploying to integration then promoting that integration release to pre-prod"
We are mostly deploying from DevOps straight to each environment, and we try to keep our config transformations so they work both from DevOps and when promoting through the DXP dashboard.
I'm following this documentation for creating transformation files for the DXP environments:
For example, if I want to configure the Integration environment specifically, I can put these settings in a file called Web.Integration.config.
We have quite a lot of settings specific for Azure that we want to use in all environments in DXP, but not locally.
Is there a similar "environment name" we can use in a transform file to target all DXP environments at once?
I could perhaps use Web.Release.config, but at the moment we are deploying the same code to on-premise servers and DXP, so that will not work untill we are done deploying to on-premise.