Simon shows two multiband screens on that page, one is video, showing simultaneous bands LW band to 4.5MHz (60m band). This requires the SDR bandwidth to be set to around 5 MHz or wider, with centre frequency set to 2.5 MHz.
The other screen is static and show ham bands, 1.8MHz to 7MHz. This requires a hardware bandwidth of at least 7.2 minus 1.8 = 5.4MHz, but you need some at the sides to compensate for lack of sensitivity at the edges, so say 7 MHz.
You can achieve both of these scenarios with your RSPdx (albeit with possible performance issues I referenced earlier).
What I am beginning to wonder is if you have set the bandwidth of your hardware wide enough?
You set it here, if it's anything like similar to the RSP2Pro...... I don't have the dx but I'm pretty sure Simon's hardware interface is the same. Set this to 10 MHz and you are good to go. I have a suspicion that maybe you've missed this and you have it set to a much narrower bandwidth?
Max