A small portable amp is one option. The Oriolus BA300S is an interesting small portable tube amp that was made expressly for the smaller Sony DAPs, ZX300, ZX500. 4.4mm input/output, no volume control. The DAP controls the volume.
The BA300S has 2 versions. The 2nd version uses USB C, and not Micro USB to charge.
Oriolus also have a BA20 solid state amp, same size as the BA300
Unfortunately, I do not know whether an EU capped DAP would have any issues. i.e. Is the Sony warning based on current output, or? If current, then no problem, as the Sony would not be driving current, only passing a low power signal to the AMP high impedance input, and the amp/tubes would do the current driving. You could ask Oriolus to confirm, if you seriously consider it.
The review articles below will give you some idea of the BA300, and other small amps that it is compared with.
https://www.head-fi.org/showcase/oriolus-ba300s.23342/reviews
https://headfonics.com/oriolus-ba300s-review/
https://www.headpie.net/2018/11/the-power-of-tubes-oriolus-ba300s.html
https://www.facebook.com/oriolusJapan/
https://www.aliexpress.com/item/33036194384.html