DCX is not any more difficult to use than MDX. It is just different. If you're used to MDX, then you have to learn the differences in how DCX works. But that doesn't mean it is difficult to use. You would have just as much difficulty (or lack of it) learning to use either one if you've never used either before.

MDX is outdated and not updated. Even if some of it still works, much of it does not. You should avoid using it for new scripts. It probably won't take too many more mIRC versions before MDX is completely unusable. Switch to DCX if you need that kind of functionality. It won't take you that long to learn it.

As far as $dll(1) goes, you might not think that DLL is in use, but if it shows there, then it is. You might want to find out why.