I still expect hw problem also on rx side. DataDisplay2 does not anything than catches data and shows it directly. As an alternate you could try with ActisenseListener either with Actisense NMEA Reader or by uncommenting line NMEA2000.SetForwardType(tNMEA2000::fwdt_Text); so that you will see data in clear text.Just for checking that hopefully you have not forgot bus 120 ohm termination resistors, which you should have at both end of the bus. That has happed happened to me with test bed on disconnecting bus from wrong place.
With MCP2562 connect pin 5 to 3.3V as in my drawing https://github.com/ttlappalainen/NMEA2000/blob/master/Examples/TeensyActisenseListenerSender/Documents/Teensy_Actisense_listener_sender_schematics.pdf
Will do and report back findings... thx.