Hm ok, so that's not the problem then. I recall that scale thing being a source of some problems earlier, but don't know about that anymore. I'm using 3.3 beta 2 myself now.
Initialization seems ok. Check filter shaders and possibly compare your code to those (awful) examples in case you're missing something. Are you calling PxRigidBodyExt::setMassAndUpdateInertia for dynamic actors after creating all the shapes? That's also pretty important. You shouldn't need that setMass() at all.
I'll post if something comes to mind while coding my own stuff.