I can't cite a style guide for this, only offer both observation and logic.
Sanjay isn't a real person either, but you capitalized his name like you do for real people. That felt completely natural to you as a writer, right? It felt natural to me as a reader, too. Similarly, if in the context of your writing, "Dingdong News" is a real thing, you should treat it the same way you would treat "World News", in this case by italicizing.
Further, consider the effect if your story includes references to both real and fictitious shows. If you style them based on their reality rather than their category (like TV shows), you're creating an inconsistent experience for your reader, who otherwise wouldn't need to care that one has an analogue in reality and the other does not. You're interrupting the process of a reader immersing in your story.
When writing fiction, treat anything within the world as real (within that scope). The status of TV shows in the world outside your story should not be relevant to your reader or your storytelling.