dmypy gives errors that mypy does not give, also the error makes no sense

Bug Report

When running dmypy I get this error sometimes:

Linting...
Function is missing a type annotation

>>> 78 class ApplicationDataBaseApplicationModel):

This doesn't make sense for two reasons:

• mypy does not ever error on this line
• There is no function on this line, let alone an unannotated one

The surrounding code looks like this:

class SomeReturnType:
    ...

def my_function(team_id: int, job_id: int) -> type[SomeReturnType]:
    # do some initial work, set some variables etc

    class ApplicationData(BaseApplicationModel):
        # ... more class properties here

To Reproduce

Can't say exactly because dmypy doesn't always give an error.

Expected Behavior

No error.

Your Environment

• Mypy version used: v1.15
• Mypy command-line flags: none
• Mypy configuration options from mypy.ini (and other config files): see my previous issues
• Python version used: 3.11

Start by reproducing the nested class example under Python 3.11 and compare the results from dmypy and mypy. The issue is done when dmypy no longer reports a spurious missing-annotation error where mypy does not, including across repeated daemon runs.