Hi !
I use my DJX with Cubase AV.
If you mean voices outside standard GM when you say Extended Instruments just enter the
MSB/LSB number in Bank and the voicenumber from the manualpage for the DJX in Program and send it to the DJX.
The formula is (MSB*128+LSB) and VoiceNumber+1 and off you go.

Regards

Uffe