Does the EdgeADC support DSR, or Direct Server Return?

Yes, the EdgeADC does support DSR, aka Direct Server Return.

Direct Server Return or DSR also known DR – Direct Routing, allows the server behind the load balancer to respond directly to the client bypassing the ADC on the response. DSR is only suitable for use with Layer 4 load balancing. Therefore, Caching and Compression are not available with this option chosen. 

This mode can only be used with TCP, UDP, and TCP/UDP service types.

Load balancing persistence policies are also restricted to Least Connections, Shared IP List Based, Round Robin and IP List Based.

Using DSR also requires Real Server changes to be done. Please refer to the Real Server Changes section in the Administrator guide.