Capsule casings are designed to dissolve within a certain amount of time and with your body heat. Usually a gelatine, aren't they? I don't know the answer to that, but I figure if they're safe enough for my gut and absorbtion into my bloodstream, they're fine in my bits.
Also, when I posted about this some months ago now, one of the posters suggested that orgasm was a good way to flush stuff out of your vaginal area...so if you aren't keen on actually DTD (for comfort reasons!), definitely DIY...it's a nice distraction for a few minutes from the horrors of thrush!