Writing strategy DLL in C#

Has anyone tried writing a strategy DLL in C#?

How would that work and any examples of how to do it with .Net 5 and C# 9 ?

Unless you have a very, very, very good reason to do this, this will create more headaches than you understand. Any language with a garbage collector or "type safety", you will need to correctly translate to and from "safe" types (C#) and "unsafe" types (C/C++). This adds unnecessary overhead.