[eluser]Enorog[/eluser]
Thank you Phil, I got everything working!
The HMVC solution on the forums you mention is in regards to Modular Separation (the HMVC in that name is a mistake, it's just a "organizing your modules" kind of library).
I can report that DMZ works without problems with Modular Extensions for CI. It's even nicer that way, because the only files in the regular CI models folder are DMZ classes, while you put the MVC models under MVC triads in /modules anyway.
And the more I try DMZ, the more impressed I am. You should look at Doctrine one day just to feel better about yourself!