As I ran into the same problem I followed your instructions ... running the ctxtools command doesn't resolve it I'm afraid.
$ kpsewhich lm-math.map /usr/local/gwTeX/texmf.texlive/fonts/map/dvips/lm/lm-math.map
You should try that with --engine=dvipdfm , because dvipdfmx will find different files from the default setting
Did that with --engine=dvipdfm and --engine=dvipdfmx but kpsewhich spilled out the exact same path ... then out of curiosity I deliberately supplied a nonsense string (--engine=dvipdfmy) and still got the same result. Puzzling.
So I issued
$ ctxtools --dpx --force /usr/local/gwTeX/texmf.texlive CtxTools | provide proper texmfroot
(as normal user and as root). Nothing happened :-( What did I do wrong?
Did you copy the map files from dvips/lm to pdftex/context ?
No, didn't copy anything. Should I've done that? I'm lost ... Oliver