I am new to QGIS and am trying to convert a .dxf file to a .dgn file. This is my first time working with .dxf files so I'm not even sure what the difference is. Working with Version 3.8.1.
You could try using GDAL's
Convert format tool from the Processing Toolbox. You can find a description of those types of formats here:
DWG and DXF files are the internal and interchange formats, respectively, created by AutoCAD. These also are used primarily for infrastructure design. Direct use and import of DWG and DXF files is supportedby the DWGdirect libraries from Open Design Alliance. Direct use of DXF and DWG files is available for all operating systems supported by the TNT products: Windows, Macintosh, Linux, and Unix.
Files in DGN format are created by Bentley MicroStation and Intergraph MGE software, which are generally used for infrastructure design and are available only for Windows platforms. DGN files can be directly used for display or other processes as CADobjects. Direct display of DGN files makes use of the Open Design Alliance DGNdirect libraries, which are currently available for Windows platforms only.
Open the DXF as explained here: Importing DWG into QGIS project?
right click on the topmost layer -> export -> save features as -> chose path and set format to DNG
repeat this step for all layers, i think you can export the 2nd to X'th layer into the file your first export created, it just appends those following layers to the first one