Ah, thanks. You've solved it for me! To restate it: Select "Line Out" for "Out Mode", and then DAC mode in the Advanced Menu. The left display shows a large "DAC" in that mode and the output from the Line outputs are set to max (with low gain). Gain High/Low doesn't work for those outputs. The Pre outputs and the headphone outputs are both off.
If you set "Out Mode" to All, then you can individually set the output sockets for each: Line (XLR, RCA, All, Off), Pre (XLR, RCA, All, Off), and Headphone (6.35, 4.4, XLR, Off). But in that mode, DAC mode doesn't work and all outputs are subject to the volume control.
If you set the headphone level in "HPA" output mode, then that is preserved ... but only when the output is set to HPA output mode. Likewise for "Pre" mode. Likewise for "All". Likewise for "Line Out" when not in DAC mode.
I'm thinking there are some poor design choices here, nonetheless. And some warnings are in order, but the dangers can be overcome fairly simply.
So, I set the output mode to Line Out, then DAC mode to "DAC", and I was getting proper volume from my speakers with "DAC" displayed by the unit. Then I switched the output to "HPA" for the headphones and set that level to -35dB, a comfortably loud level with the headphones I was using. Checked with the headphones plugged in. Nice.
Then I went back to "Line Out" to check something. Then thought I'd go back to HPA. So I changed the Out Mode again. As you'd know, each press of the button cycles this through "Line Out", "PRE", "ALL" and "HPA". When I hit "ALL", my poor, poor headphones started rattling wildly as their drivers bottomed out. They only suffered for a second because I quickly pressed the button again to get to HPA. Fortunately they appear to have survived, but I was glad I was using my second best headphones, and not my best ones!
What had happened was that the last time I'd had the unit in "ALL" mode I'd left it at 0dB. So max output was fed to the headphones when I cycled briefly through "ALL". (And I had Gain on High, so it was doubly bad.) Kind of dangerous.
It's easily overcome once you realise all this. Since you can't change the order through which the outputs are cycled, you should turn down the volumes for the "ALL" output setting to a level comfortable with headphones. Then you can switch between DAC mode on the line outputs and HPA mode with no fuss, and with no danger to either ears or equipment.
(Why not just have the traditional switch on the headphone input that flicks the unit over to headphone mode? Well, that would work with the 6.35mm socket, and maybe for the 4.4mm one if they have an insertion-switch on them, but not the 4-pin XLR.)
The one real weakness of the DX9 as far as I've been able to work out is that the instructions are way too minimal, superficial. I noticed that there as a lot of discussion early in this thread about this unit vs a comparably-priced RME DAC. I'm not much interested in that. But I would note that the manual for my RME ADI-2 Pro FS R is a full hundred pages of text. Maybe Topping should consider a manual upgrade to cover such things as the above.