In most cases mod_rewrite is not enabled by default and has to be enabled, are you sure the mod_rewrite or the equivalent is enabled on your server/host?
In order to better assist we'll need more information about your setup including the server OS and PHP version information. Sometimes the hosting provider has different methods so if you can share that as well.
The alternative would be to write a quick test redirect rule in the .htaccess file to test outside of ModX, this would then help determine if something is not configured correctly on your ModX install or your server configuration.
Simple rewrite rule to use in your .htaccess file just after the RewriteEngine On.
RewriteRule ^test.html$ index.php [L]
Then create simple html file called test.html and load the url and see what happens.