Hmm, I don't remember that Direct X should be working natively for a guest operating system with Virtual Box; that's why Hyper-V doesn't work out at all, at least not for the non-server versions of Win 10. Virtual Box has a work-around by using the Windows 10 host system, though be aware that it can be a security issue; I only play the game on the guest system and get files through the host system, not directly from the internet to the guest system, and so I'm not worried about that. Have you installed the Guest Additions? Are you aware of that documentation for the work-around?https://www.virtualbox.org/manual/ch04.html
In Ch. 3.5 before that in the manual, it explains that Guest Additions needs to be installed to enable 3D acceleration, which means DirectX.
It's been awhile since I've done it. Let me know if you still can't figure out, or if you have already tried the Guest Additions.