If I understand correctly, you have just made a system change to a MADI-based system.
First congratulations on the decision, the HDSPe MADI FX is an excellent card with great features.

With MADI, you have to consider that you have to set the routing on each connected MADI device individually:
a) which MADI channels the device reads from
b) which MADI channels the device writes to
c) if necessary also the loop-through of the remaining MADI channels, which the device itself does not need, but the next devices in the chain (if several devices are connected one after the other).

Which devices do you have connected to which MADI bus?
Which devices / i/o ports do you want to use for the monitoring through phones / active monitors?

Are the MADI devices from RME or third-party devices?
RME supports some helpful features that you can find in the manual under the term delay-compensation.
It also depends on, whether you have RME devices that follow an 8-port schema like Octamic XTC.
Such devices support AUTO-ID and AUTO-CA, so that the MADI ID is being detected automatically and that the channel assignment (routing on the MADI device) is automatically being configured based on the MADI ID.
Device with MADI ID 1 uses channel 1..8, ID2: channel 9-16 and so on.

Regarding WDM:
Let's clarify first this important part of your setup first before talking about WDM, one step after the other.
But to give you a first overview:

As you might know, WDM is only needed for Windows sound and applications that do not support ASIO (Firefox, etc ..).
And you should not use WDM on all channels of your card (too many, this could create problems of its own).
Only create WDM devices in the ASIO driver, if needed and only for the needed devices.
Usually, you only require 1-2 WDM devices for, e.g., active monitors and headphones.

Other WDM drivers from other audio devices are not relevant for your RME setup!

For music production (Nuendo) you will use the ASIO driver and nothing else (an application can only load one audio driver).
For Windows sound and apps - not supporting ASIO - you need to use the WDM driver.

In Windows sound settings, you can configure a default sound and communication device.
Fully up to you, whether this will be the RME WDM driver for active monitors or headphones or for the other audio device.

There are non-ASIO aware audio applications that let you select the WDM driver, but I remember other which only use Windows default sound device.

Depending on your demand, capabilities of your applications you need to look which can use ASIO (perfect), which let you select a WDM driver (perfect). For the most inflexible applications, which only use the Windows default sound device, you need to decide, which WDM driver to take as default sound device.