The in-form playmaker will star for Mamelodi Sundowns in the Champions League next Saturday instead.
Dolly was the catalyst of Bafana Bafana’s 4-0 Afcon qualifying win over Gambia last weekend.
And Da Gama believes his man needs tough opposition like Zamalek, Enyimba and ES Setif to be ready to take on Brazil in Rio.
The boss tells Kickoff: “He [Dolly] won’t be at Cosafa, we’ve got to respect Sundowns. There’s got to be a compromise and we know what he’s about as well.
“As much as Brazil respect Neymar, we respect Dolly. Neymar is not part of the friendly matches [for Brazil] so we understand that it’s important to reach that compromise with Sundowns as well.
“That’s the South African Neymar. I don’t care what anybody says! He is just absolutely fantastic.”
Meanwhile, Dolly’s Downs teammate Teko Modise knows it will be tough in Africa.
The midfield general says: “It’s an opportunity for Sundowns to play against good teams in the group stage, which is something that’s been our dream.
“Now that we are here, we have bigger ambitions to make it further than the group stage.
“It’s going to be tough. But we should make the best of this opportunity. We are the underdogs in the group so that gives us space to breath.”