Ok so, from everything I’ve read, it seems as though you can’t do co-op in Mystery Dungeon DX.
Is Pokemon Mystery Dungeon: Rescue Team DX Multiplayer?
Pokemon Mystery Dungeon: Rescue Team DX does not feature any sort of local or online cooperative multiplayer. Sadly, the core gameplay loop of procedurally generated dungeon crawling can only be done solo. There is a small bit of online functionality, but ultimately, it’s a pretty forgettable and missable part of the game.
Pokémon Mystery Dungeon: Rescue Team DX is a single-player game, and does not have what you would consider to be a traditional multiplayer mode. While you play through the entire campaign alone, you can go into a quest to save a friend who gets stuck in a dungeon. You can also do this for strangers, through the post office in the town.
I assume that’s what you mean by rescuing :P
Sorry. Hope this helps though :)