What are you doing to get data from the DX to the Mac? Playing into a sequencer? Can you verify that it is accurately recording what you actually played? Anyway, first step is to verify your basic serial functionality, and MIDI connections.
I do not have a Mac editor for the DX7IIFd, specifically. My 68k instrument editing is done mainly on my Atari. On Mac I use Galaxy and SoundDiver, but those are more recent versions. What OS are you running? If it is a later System 7 then you can download Galaxy from an Opcode users group, as it includes all of their earlier editors. If you need an earlier standalone editor you will just need to dig around, I am sure they are out there.
And of course, remember to check that your DX is set to receive incoming MIDI data on the correct channel!