I guess AxCrypt would reconstruct although if you’re using VHDX files would I be correct in assuming you’re using a professional version of Windows? If this is the case then the best and easiest option would be to use BitLocker to encrypt the VHDX as BitLocker is native to the Operating System. Every time you go to mount the VHDX you’ll be prompted for your BitLocker password.
VHDXs are essentially system files and I’d be very wary about using third-party encryption to protect these. AxCrypt is designed primarily for individual files – not system critical files. The mount point that Windows use may cause AxCrypt to malfunction causing loss of your data.
Simple instructions for activating BitLocker on VHDX (scroll down the page).