Is it possible to use DO function of FN510 with YFGW710 or GX20W

No.  The DO function of the FN510 cannot be used with the YFGW710 or GX20W as they do not support the holding register which is required for DO function.    The YFGW410/YFGW510 combination must be used to support the FN510 DO function.