You need to clear the border - this is standard for any US entry. If your bag is tagged appropriately at your point of origin, you won’t need to pick it up but you will need to clear border control, walk through the reclaim hall and customs and exit. You can then go upstairs to re clear security. You can clear security at any terminal (and keep in mind that AA gates and terminal assignments at DFW can change frequently (I had a SAN departure in November which swapped from A to C to D so keep an eye on things!)). I’d clear at D if I were you singe you’ll have Flagship lounge access and that’s the only Flagship Lounge in the complex.