In general you don't want to create 6 separate textures for this. Instead you would create your Texture2DArray with 6 array slices, and use each face directly as a render target when rendering reflections. I've never used SharpDX so this might be a bit incorrect, but I will try to describe the steps you need to take in terms of that library:

• During initialization, create your Texture2D object with the desired dimensions of your cubemap, specifying 6 as the ArraySize. Make sure that you specify ResourceOptionFlags.TextureCube for the OptionFlags field.
• Create a single ShaderResourceView for your Texture2D, using default settings. This will be the SRV that you use when sampling the cubemap in a shader.
• Create 6 RenderTargetView's, one for each face. For the RenderTargetViewDescription, specify the appropriate format for the Format field, and RenderTargetViewDimension.Texture2DArray as the Dimension field. Then fill out the Texture2DArray field with MipSlice = 0, FirstArraySlice = <FaceIndex>, and ArraySize = 1. When you want to render to a specific face, you then bind the RTV for the corresponding the face. The order of the faces is +X, -X, +Y, -Y, +Z, -Z.