Yes, dZ is the derivative of L. As Tom says, Prof Ng is not consistent in his use of the “d” prefix to indicate a gradient. But here’s the way to tell:
The only cases in which the gradients are derivatives of J are the dW and db values. Those are the gradients we actually apply to update the parameters W^{[l]} and b^{[l]}.
All other gradients we see in the formulas are just Chain Rule factors that are used to calculate dW and db, so they are usually derivatives of L or some other intermediate value. The other way you can tell is if they are vectors or arrays: in that case you’re looking at a derivative of L.
This has been discussed many times before, e.g. here and here and here.