I can't recall any of the Cleveland (soul) radio DJ's owning a local label (though they might have been involved with a tiny label that only managed 1 or 2 45 releases).
The only Baltimore radio DJ I know that had his own labels was Bill 'Sparky' Evans.
I think one of the St Louis DJ's might have been involved in the ownership of a label. BUT the main guy there, Bernie Hayes, though involved with the likes of Stax & Oliver Sain's labels (Vanessa, etc) wasn't ever a part owner as such.
The likes of Ernie Fields (WOOK in DC) might have had a label, I'd have to check through my stuff to be sure.
I'm sure some New Oleans radio DJ's must have been label owners but can't name specific names.
A couple of Miami radio DJ's made 45 tracks themselves (Nicki Lee, King Coleman) but I don't think they actually ran their own labels.
In SanFran, the Hit label (Jesse James 45's) was owned by Jesse Mason, but he was a record shop owner, not a DJ.
Don't know too much about the radio / label scene in the other cities you named.