the dmgmt_vdom is a dedicated management vdom where interfaces with 'dedicated-to management' go into, same as vsys_hamgmt is is the dedicated HA management vdom.
Even with vdoms enabled, the vsys_hamgmt and dmgmt_vdom still technically exist and can't be deleted.
If you unset the 'dedicated-to management' option in the interface, it should return to root VDOM.
Hope this helps!
+++ Divide by Cucumber Error. Please Reinstall Universe and Reboot +++