It is possible that the default CX6DX FW version has some bugs that cause it to not support WoL. You can check the official website for related bug fixes. Firmware for ConnectX®-6 Dx | NVIDIA
Since the card model isn’t confirmed yet, here’s the procedure with an identification step first, then the common flow.
Candidate Cards
HPE Part Number
OPN
Speed/Ports
P25960-B21
MCX623106AS-CDAT
100GbE, 2-port QSFP56
P10180-B21
MCX623105AS-VDAT
200GbE, 1-port QSFP56
Step 0: Identify which card you have
mstflint -d <mst device> q
Check the Device Type / Part Number (OPN) field and match it against the table above. Also note the current PSID (likely HPE-format, e.g. HPE0000000XXX).
Step 1: Identify the target PSID
Once you know the OPN, look up its corresponding standard PSID (MT_... format) on NVIDIA’s official Firmware for NVIDIA Networking download page. Each OPN maps to one specific PSID/firmware — download the image matching your exact OPN.