What are they doing, exactly? Remember that you have to save the layout as "auto" (or whatever you want to name them) after every edit to make sure they all load when you log in next time. Strictly speaking, you just have to save layout in each game client window (and the dxNothing window) once when you're done editing.

If it's not named "auto" when you save, you'll have to add a mapped key event to explicitly load whatever name you used when you saved. I've used both auto and a custom name (so I could shut off parts of the videoFX when I'm doing certain things) and I've never had any issues as long as I remembered to save often and load the custom-named layouts when I want them to appear.

[edit] To reiterate, saving your layout in one game client window does NOT save the layout in the other game clients or in the dxNothing window. You MUST save within each window explicitly. (Unless Lax has changed that in the recent versions)