I don't know if you could say that it won't work, as I don't think there have been enough breedings of DH Axanthics to know the true outcome. As far as I know, none of the DH x DH breedings have ever been documented anywhere. I have heard they have happened, but never read the results anywhere.
I personally believe it is possible.
Tim, are you talking about the DH x DH for snows havent been documented Because they have havent they? Or are you talking about the DHxDH with two different axanthic lines have never been documented?