Leo --

I'm sorry you're having so many problems. I will answer your questions here then I'll give you a call today as well:

Should I connect the MaxIm DL Observatory choices and what should the choices be for 1.Telescope? 2. Focuser? 3. Rotator?
Nothing. Do not connect MaxIm to anything. The possible exception is for guiding if you are not using the traditional guiding relays/bable. In that case in the GUider setup (only) choose ASCOM Direct then use the little button below and to the right to choose TheSky Controlled Telescope. While you are doing that, click Properties to show the TheSky Controlled Telescope settings and make sure the last 2 checkboxes are checked to enable Pulse Guiding.

Should I setup Focus Max with Focuser connect direct to PWI3 or through a HUB?
Directly. No hub needed.

Connect Telescope to "The SKY controlled Telescope" or through a hub?
Directly. No hub needed.

How do I set up the Pyxis rotor for correct guide star finding?
You don't have to do anything with the Pyxis other than to set the Rotator in ACP to the Pyxis and connect it.

Based on my hardware what is the best way to verify I have the correct set up?
Try to take an image? I'm only sort of joking. THis stuff is covered in the "getting started" process, but... I don't expect people to read everything, that's why I am here. I will call you later (it's only 7:30AM now) and we should be able to get everything set up and take a few simulated images well within an hour, probably less than a half hour.