I know we've had some customers ask for this, but I'm not aware of anyone. I imagine it shouldn't be hard to write an ingester--listen to the event logs webhook and push to DataDog.
https://fusionauth.io/docs/v1/tech/events-webhooks/events/event-log-create https://docs.datadoghq.com/api/latest/events/Here's a sample AWS lambda that listens to FusionAuth events and pushes them to S3: https://github.com/FusionAuth/fusionauth-example-lambda-webhook
Maybe you could re-use some of that code?
If you end up doing so, please share any findings here; I'd love to know how it went.