The short answer is "No."
The components in your amp are almost certainly spec'd to handle anything a 9V pedal could throw at them without letting out their smoke. It could very well sound like it's dying, but it won't do any permanent damage.
It is theoretically possible if you're already pushing your power tubes and speaker cones to the edge of destruction that a really big input might be enough to push them over, but I'd say it's very unlikely. Power tubes usually go bad over a period of time, and the speakers will probably tell you that their in distress before they actually tear themselves apart or burn out. And anyway, once the tubes sdistort, their output doesn't really get any bigger no matter how much bigger the input tries to get. That's what distortion is.
All that said, putting a DS after an OCD can really only reduce the peak-to-peak output. It's made to clip to about 2V. So your RMS gets even closer to your P2P, you get much closer to square/rectangle waves, but the peak level is pretty severely reduced. Depending on amp settings, it might actually "clean up" some when you step on that pedal.
And no, the OCD probably won't actually hurt the DS either unless there's already something wrong with one of them.