I haven't tried it on my cx-5, but on my old escape if I pulled the e-brake up so that it just catches the first notch the drls went off, but it was still quite a ways from actually engaging the brake.
I installed the Fog LED DRL and I did try the instruction to turn off the stock DRL but it doesn't work, according to the instruction I think they may disable this feature for Canadian version so I pull out fuse 51 and everything is good.