What should I trust?
I don't think you should trust either, until you know that the program was written to support your specific mobo,cpu & memory modules.
Memtest86+ may not yet be written to properly recognize ECC memory in non-ECC mode. From what we've posted, I suspect that's what you've got on the DX58SO2 running ECC memory modules. Contact memtest.org and inquire about Memtest86+ limitations of support.
Note that the tech docs for your board don't discuss memory error handling or reporting like Intel server boards that support ECC memory function.
Is there any documentation that fully explains DX58SO2 ECC support? The only support mentioned, but not fully explained, is that it supports ECC memory which we understand to mean that it can only run ECC modules without ECC function. Do we know that Memtest86+ can recognize this condition? I don't see anything to indicate it can. The fact that Memtest86+ has a problem recognizing your cpu is an indication that the program needs an update for your hardware.
I don't think you are getting full feature support from your memory modules with your mobo/cpu combo.