In dfdlx.xsd there are two xs:import statements. These are importing schemas where the schemaLocation is the same directory where dfdlx.xsd resides. Hence, the schemaLocation attributes should just be the filenames, not "xsd/filename.xsd" as they are now. The "xsd/" prefix on the file names should be removed.
In XMLSchema_for_DFDL.xsd, there is an import of the dfdl namespace. This has no schemaLocation attribute. It should have schemaLocation="DFDL_part3_model.xsd".