To replicate, use Ollydbg v1 http://www.ollydbg.de/odbg110.zip and try to open ReactOS version of dxdiag.exe within it. Ollydbg reports error - "Module dxdiag has empty code section" and a series of Mm asserts (debuglog in attachment).
This issue has been regress-tested to r61108 http://svn.reactos.org/svn/reactos?view=revision&revision=61108. Before, ReactOS still reported empty code section in debug log, but Ollydbg was able to open the program and analyse it.
This issue affects also other programs, like ReactOS devmgr.exe or Ages of Empire executable. Assigning to Timo.