[qppo]

I think the answer is to look at things that can't be done by executing code from a library. In other words, think about something you can compile that isn't executable code.

Some examples: hardware description languages (VHDL, Chisel), human readable graphics languages (shaders, SVG), languages for describing music or instruments (super collider, SOUL, Max/MSP, Pure Data), other creative coding, generative art, etc. Essentially think about all the things that programs arent, and think of how a DSL can represent them - be it abstract information like art, physical things, or other things not readily represent able as digital data.

But to the first part of your question: it's not hard to make a DSL. It's hard to make one that people will use. The hardest problem in developing one is dogfooding it, you need users from Day 1 to give feedback on what works and what doesn't make sense. Another way to think of it is that the technical problems of DSL development are straightforward, the social problem of making one that's useful isn't.