Sorry. DSF is indicated as supported by FFmpeg here General Documentation but looking at the FFmpeg Changelog, DSD decoding did not come in until version 2.3.
I obtained http://ffmpeg.zeranoe.com/builds/win32/shared/ffmpeg-20140729-git--win32-shared.7z which is of FFmpeg 2.3 vintage, and pointed Audacity to it. Then I tried importing the “Crossing” “DSD64 (2.8 MHz)” 5.0 file from OPPO Digital - Demo Tracks by DSD Pioneer Musician David Elias.
The file did import as five channels (DSD should be FL, FR, C, SL, SR). The sample rate of the tracks is 352800 Hz (often used I gather for PCM mixing of audio for SACD).
Don’t get the very latest FFmpeg from Zeranoe because it may not work with current Audacity.
Gale