Load dll dissector from Windows to Linux

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The only way to do that would be to try to run the Window version of Wireshark under Wine. Linux can't run Windows executables natively - it needs something such as Wine for that - and it can't run Windows dynamically-loaded code natively, either.

If there were a dissector plugin written in Lua, that could work on multiple platforms.

You could try to get the source code for the DLL from the supplier - as far as I know, the GNU Public License (GPL) under which Wireshark is released requires that plugins also be licensed under the GPL, which means that anybody who receives the binary can get the source, and I think it also may mean that if they give you a plugin you can give it to anybody else, which would mean you could give the source to anybody else, including the Wireshark developers, so they could make it part of Wireshark so it's available on all platforms.