Why is my DCDC getting fried when driving a stepper motor
It says on the Murata data sheet (under the maximum ratings) that  


  The outputs are not intended to accept appreciable reverse current.


This is a warning not to allow anything on that output that can raise the voltage and feed back power to the device.

The L6470 is a H bridge device using mosfets - the mosfets protect themselves by routing energy from the load to the positive supply rail. The parasitic diodes ensure this.

So what you possibly have, when you turn off one of the stepper motor windings is a back emf that raises the supply voltage over that which the murata brick is producing and forces something that can be described as an appreciable reverse current into the device.

The capacitors help a little but not much. The energy in the magnetic field (when it collapses) gets transferred to the capacitors which will limit the rate that which the line voltage rises. They can only limit the rate - they can't stop this rise.

Try putting a schottky diode in series with the Murata supply to the L6470 controller.