Have you tried to set the 'Render XHTML' option to true for the dynamic label in the document template? See https://world.mendix.com/display/refguide5/Dynamic+label+(document+template).
You can then use
<br /> or
</p> tags in the string that is displayed in the dynamic label. This should render the new lines. For example:
<p>Line 1</p><p>Line 2</p>
Next line characters are trimmed in the PDF output, HTML br tags too. You could wrap your content in a HTML p tag. Be sure to use a close tag too because it would get rejected in the export without closing tag.