The way you have assigned the VLANs to the switch ports makes the 1910 behave like two separate switches. You need to connect one of the DMZ ports to your firewall.
Alternatively, you could configure a single, VLAN trunk port with both VLANs active (both tagged or one untagged, one tagged) and connect it to a firewall port. Then, that firewall port needs to be configured in the exact same way.
When the IP interface you've bound to the second VLAN is set to DHCP it requires a DHCP server (the Sonicwall) to assign an IP address to it.
In any way, the DMZ port needs to be configured on the firewall. You'll need an internal IP address/subnet plus firewall rules to allow a connected device Internet access. Additionally, you'd probably want rules to allow internal devices to access the DMZ (or allow DMZ devices access to the internal network, but that isn't the point of a DMZ).
Since the 1910 is capable of routing and you probably wouldn't want an unfiltered connection between the internal network and the DMZ, make sure that routing on the 1910 is deactivated.
EDIT after comment: The manual isn't exactly clear on that but I think to remove routing capability from a VLAN you need to remove the VLAN interface (in parallel to removing the IP address on the larger HPE switches):
For hosts of different VLANs to communicate, you must use a router or Layer 3 switch to perform layer 3 forwarding. To achieve this, VLAN interfaces are used.
VLAN interfaces are virtual interfaces used for Layer 3 communication between different VLANs. They do not exist as physical entities on devices. For each VLAN, you can create one VLAN interface. You can assign the VLAN interface an IP address and specify it as the gateway of the VLAN to forward the traffic destined for an IP subnet different from that of the VLAN.
In reverse: when a VLAN interface doesn't exist the switch can't route. The VLAN will still work as a separate L2 segment and of course, you can route elsewhere (set the default gateway to the Sonicwall).