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Abstract Quantum states beyond thermodynamic equilibrium represent fascinating and cutting-edge research. However, the behavior of dynamical quantum phase transitions in complex open quantum systems remains poorly understood. Here, using state-of-the-art numerical approaches, we show that by quenching the qubits-oscillator coupling in a dissipative two-qubit Rabi model, the system undergoes dynamical quantum phase transitions. These transitions are characterized by kinks in the Loschmidt echo rate function at parameter values close to a thermodynamic quantum phase transition and are associated with distinct entanglement features. The two classes of critical phenomena depend on qubit interactions and entanglement, revealing different behaviors of the critical exponent of the first kink of the Loschmidt echo for interacting versus non-interacting qubits. This research enhances our understanding of non-equilibrium quantum systems and offers potential applications in quantum sensing and metrology, as it examines how dynamical transitions can enhance the sensitivity of the Loschmidt echo to the quench parameters.