Thank you everyone and I will be sure this feature request is logged.
Currently, the Wowza Cloud CDN does not offer DVR. If you would like to use the nDVR capability on your Wowza Streaming Engine, players would need to connect directly to your server, not through a CDN service. If you are looking to use CDN services, you will need to look into the DVR capabilities for your particular CDN.
CDN services (such as Akamai) typically have a separate DVR configuration setting that you would enable. The stream is pushed via RTMP from your Wowza server to the CDN service, where the HLS/HDS packetization is performed, and where DVR is enabled.