At Mendix we value security highly. One of the examples is the improved Security DSL in Mendix 2.5.
As you already mentioned, security affects multiple levels:
Again, security is seen as important and constitutes an important part of our test suite. However, we do not have a full report on OWASP compliancy. If you want us to create such a report please contact your Mendix account manager.
https://www.mendix.com/evaluation-guide/enterprise-capabilities/runtime-security/#3-does-my-mendix-app-comply-with-the-owasp-top-10