CodeSite messages generated from both your EXE and your DLL will go to the CodeSite Dispatcher, which will allow messages from both sources to go to the same log file. The key is to get the Destination setup for both.
Is your DLL using the global CodeSite object or a separate TCodeSiteLogger instance? If it is using the global instance then it should use the same destination that was setup in the EXE. If it is a separate logger instance, the DLL logger will use either the Destination defined for the logger instance or the one defined for the CodeSiteManager. Therefore, I would suggest defining your desired log file destination and set it to the CodeSiteManager.DefaultDestination property. That way, all your loggers will use the same destination.
Ray