A nefarious DLL can cause literally any type of problem depending on what it is for, and how well it was written. If you don't recognize it, delete it. Simple methods would be to find the process using it and removing it from your start up. And deleting the folder that hosts the DLL and process. If you aren't able to do any of those things, that is a common sign of a virus protecting itself from being killed.
AV only finds known threats through definition files, a newly modified virus, or one that intentionally obfuscates itself may go undetected. Heuristics are also used these days, but things can still slip through.
My common go-to is Combofix from bleepingcomputer.com, and they also recommend Anti-Malware Bytes, usually cleans off...