I think there are two options
Either try to work out why your configuration doesn't work
or
Try to work out why my configuration works.
The thing I do is add their npub to my relay and tell them to set it as their outbox and DM relay.
If you're starting to get serious about using 0xChat as a private DM (and group chat) client, you might want to consider setting up your own relay. This can be done yourself, it can set it up to work over Tor if you want or you can pay for a relay from a service like:
Or you can pay to use mine for 2,100 Sats per month per npub.