[
    {
        "id": 1,
        "dhl_purchase_id": 1,
        "type": "import",
        "currency_id": 1,
        "total_amount": "1000.00",
        "payment_method_id": 2,
        "observations": null,
        "date": "2019-01-14 00:00:00",
        "created_at": "2019-01-14 17:24:29",
        "updated_at": "2019-01-16 13:12:45",
        "dhl_purchase": {
            "id": 1,
            "purchase_id": 4291,
            "purchase": {
                "id": 4291,
                "sale_id": 4820,
                "sale": {
                    "id": 4820,
                    "enterprise_id": 838,
                    "enterprise": {
                        "id": 838,
                        "legal_name": "ENTERPRISE X"
                    }
                }
            }
        },
        "currency": {
            "id": 1,
            "name": "$US"
        }
    },
    // ...
]

[
    {
        "id": 1,
        "type": "import",
        "total_amount": "1000.00",
        "date": "14/01/2019",
        "enterprise": {
            "id": 838,
            "legal_name": "ENTERPRISE X"
        }
        "currency": {
            "id": 1,
            "name": "$US"
        }
    },
    // ...
]

$dhl_payments->transform(function ($item, $key) use ($date_format) {
    return [
        'key' => $key,
        'id' => $item->id,
        'type' => $item->type,
        'date' => $item->date->format($date_format),
        'total_amount' => $item->total_amount,
        'currency' => $item->currency,
        'enterprise' => $item->dhl_purchase->purchase->sale->enterprise, // El error da en esta línea!!!
    ];
});

$dhl_payments->transform(function ($item, $key) use ($date_format) {
    return [
        'key' => $key,
        'id' => $item->id,
        'type' => $item->type,
        'date' => $item->date->format($date_format),
        'total_amount' => $item->total_amount,
        'currency' => $item->currency,
        'enterprise' => $item->dhl_purchase
    ];
});

[
    {
        "key": 0,
        "id": 1,
        "type": "import",
        "date": "14/01/2019",
        "total_amount": "1000.00",
        "currency": {
            "id": 1,
            "name": "$US"
        },
        "enterprise": null
    },
    {
        "key": 1,
        "id": 6,
        "type": "import",
        "date": "14/01/2019",
        "total_amount": "100.00",
        "currency": {
            "id": 1,
            "name": "$US"
        },
        "enterprise": null
    }
]