These are made at exactly the same place. The second is heavy: the back of the tongue lifts and the sound fills the mouth.
ذDhal
The tongue tip between the teeth
The tip pushes out between the teeth, touching the edges of the upper front teeth, and the air passes over it. Ẓāʾ, dhāl and thāʾ are made here.
ظDhaa
The tongue tip between the teeth
The tip pushes out between the teeth, touching the edges of the upper front teeth, and the air passes over it. Ẓāʾ, dhāl and thāʾ are made here.
Both come from the same place in the mouth — what changes is how the tongue is held, not where it touches.
Two words, one letter apart
Everything else in these words is identical. If you can hear which is which, you have the letter.
ذَلَّ
dhalla
he was humbled
ظَلَّ
ẓalla
he remained