While looking up on the internet "restore factory presets Lead 2X", I found a lot of old forum topics on an old forum called "electro-music" which appears to be an early (now-defunct) Nord user group.
There was a very helpful person active back then (user name Wout Blommers) who mentioned more than once to "set the Global Midi channel to 16"
If I'm understanding correctly, the backups on the Nord site have been backed-up with the sysex on Midi channel 16.
I changed my Lead 2X Global Midi channel to 16, and voila! The sysex transferred perfectly

So, in summary,
- In Midi-Ox, set Low Level Input buffers (if doing a bulk dump) to a low size and number such as 100
- In Midi-Ox, set Low Level Output buffers to a low size and number such as 100
- uncheck "Auto-adjust buffers if necessary"
- set both Delay between buffers at 300 milliseconds, and checkmark "delay After F7"
(all of this may be a bit extreme, but it worked for me)
- set your NORD LEad 2X Global Midi Channel to "16"
When the sysex is transmitting to the LEAD 2x, you can see the program numbers in the display going up from 1 to 99. There is a pause, and then the Percussion kits P1 to P9 load at the end.
(Thank you maxpiano for sticking with me as I went through my troubleshooting process)