Turns out that the aluminum spacer/recever in the crimper was poorly designed or flawed. Either it was too short and/or a hole drilled in it (not visible in pics) was too big. In either case, the pin had to be stopped from going too far into the crimper.
I'm writing this a year later and forget exactly how I fixed it (I think I stuffed some scrap into hole). But in any case, the pin now sits correctly and a 4-way crimp (or is it 2 4-way crimps?) is made midway in the shaft of the pin.
In the end, the D-Sub crimp appears to me to be the most trustworthy wire termination I can make. Done over, I would pay $$$ for a used Daniels crimper or perhaps just a few more $ for a low cost crimper of type shown here... without the damn defect! Should have returned this and complained but at the time, I was just glad to solve the problem and move on. At least I now understand how it works and have a great deal of confidence in the results.