A thing too check is if your HL render property have a checkmark for Non Rendable, in case take it away.( rigthclick on the Tea Cup)
For some stupid reason i dont understand they have started to have that as default, and then the render look like wireframe, so whats the point then to do a HL render ??
If is still not render normal, most likely the Object is exploded so it contains only lines/ polylines etc, and that is maybe the same issue like with the missing layer, everything is set on layer 0 before they make a dxf and send to you.
Next option is if it is a exploded P Space that is made in to a dxf ( By Selection ) can you see that it is a 3D Object in M Space ??
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