No, that is dZ^{[L]}:
dZ^{[L]} = A - Y
That is the derivative of the loss w.r.t. the linear activation output of the last layer as a vector function. In other words:
dZ^{[L]} = \displaystyle \frac {\partial L}{\partial Z^{[L]}}
Here’s a thread which shows the derivation of that formula and some related derivations.