Hello,
The DLS synth requires a GM compatible SoundFont file. It does not support multiple individual soundfonts.
To install a new GM/GS SoundFont, copy it in the (home)/Library/Audio/Sounds/Banks/ folder.
Clicking the "Show Folder" button in the DLS Synth Window reveals this directory.
See also:
http://qmidi.1128731.n5.nabble.com/el-capitan-amp-sound-bank-folder-SOLVED-td231.html
Mixage Software
www.mixagesoftware.com
support@mixagesoftware.com