I can't help with the WMD 3. I'm not familiar with it.
2) I am surprised that DSX tips don't have a thread like DS. Is it normal that is attached to the iron by push? When I take back iron (with some energy) to the stand then tip has been myself deteached.
No, that tip is not inserted properly!
The usage is more like a bayonet. It goes in only one way, then turn it 45° to lock. The tip should sit almost flush with the soldering iron, just like the DS tip in your picture.
Take a close look at the reverse cone of the tip and you'll notice that it is eccentric. If you look carefully at the opening in the soldering iron, you'll see it is eccentric too. If you insert the tip in a random position and rotate it, it should drop deeper when you properly align it. That's when the reverse cone is in the right position to lock.
IMPORTANT: You should only remove and install the tip when the iron is hot (when cold you need excessive force to remove it and a newly inserted tip will get loose when heated). Normally a special pair of pliers is supplied with the soldering station bundle or the cleaning kit, to hold the tip while hot. See attached image.
In practice you do not have to pay close attention to the alignment. To remove a tip, simply grab it with the pliers, turn it 45° counter clockwise, and then pull it out. There are holes in the stand to put the hot tip in to cool down. To install a new tip, hold it with the pliers, insert it in the soldering iron and rotate any way until you feel it drop deeper. Then turn 45° clockwise to lock. Don't lock it really tight - minimal effort to lock and unlock is fine.
It's a bit tricky the first times you do it, but once you get the hang of it you'll find it much quicker to swap tips than with the old DS screw design.
Be careful with the pliers as the beaks get very hot while replacing tips.