Well - the worst thing about Datadog is the sales process :-) But I'll save that for my memoirs. I seem to remember at the time their K8s/Helm integration was a little buggy, but no other pain than that. Plugging our software in was very easy, I recall. We had Python in the backend and we just installed their software and wired it into our API services. I also remember they had a consumer for Auth0 via Auth0's log streaming feature, which we were using at the time.
Btw I haven't checked your product out yet; I was just reminiscing :-) I'll take a look soon.