Is there a way to losslessy compress them retaining all data inside and being still able to use them as they are in a raw processor, for example rawtherapee? Are there alternatives to Adobe dng converter (i can use it via wine, but i would prefer not)?
One alternative is to use HDRMerge, which creates floating-point compressed DNG files.
To have it process single raw images:
for f in ~/photos/*.dng; do
hdrmerge -o "/tmp/${f##*/}" --single -b 16 -p half "$f";
done
Down from 26MB to 16MB.
Though I only offer this as a proof of concept, not something I would actually recommend, as RawTherapee, darktable and Adobe Lightroom are the only programs I know of which handle floating-point DNG files.
If you just want this for archiving, you can put the file(s) into an simple archive. With your example an .tar.xz is ~ 10 MB in size without changing a bit.