New characterizations of the disjoint Dunford–Pettis property of order p (disjoint DPPp) are proved and applied to show that a Banach lattice of cotype p has the disjoint DPPp whenever its dual has this property. The disjoint Dunford–Pettis$^*$ property of order p (disjoint $DP^*P_p$) is thoroughly investigated. Close connections with the positive Schur property of order p, with the disjoint DPPp, with the p-weak $DP^*$ property and with the positive $DP^*$ property of order p are established. In a final section, we study the polynomial versions of the disjoint DPPp and of the disjoint $DP^*P_p$.