I was recently working on a project where we're pretty much lifting a Laravel application from EC2 into AWS Lambda. Although Datadog does not document this, I had a hunch that I could get this to work with AWS Lambda without making any crazy changes.
The application takes about 600MB of disk space and AWS Lambda is limited to 250MB unzipped (50MB zipped).
Next I found https://docs.datadoghq.com/serverless/installation/python/?tab=containerimage which explained how to install Datadog Lambda Extension for containers.
By default, the Datadog Agent will listen on port 8126 and the Datadog PHP Extension will also talk to localhost:8126.