Can I apply for a DTV visa for training at a Thai massage school in Chiang Mai?

You would need to ask your embassy. Each embassy sets their own requirements on what they will allow, and what they require. Officially the only classes listed on the MFA infographic were Muay Thai and Thai Cooking. There have been a couple of reports of people that managed to get a DTV for Thai language classes, but most embassies will not accept that and instead tell the person to apply for an Education visa. So you need to check with your embassy and ask them if they would allow massage classes for a DTV visa.