Yes, of course something is wrong with your wiring.Offhand I am not checking that you have the LEDs wired the correct way around to the correct pins, but it most certainly makes no difference whatsoever how many LEDs you actually have connected.You need the two capacitors and the current set resistor fitted, and you should have a 10k pull-up on the chip select input pin.
I have the 10k pulldown on the CS,
I hope not!It needs a 10k pull-up.
I followed the schematic from Gammon's site and he uses it as a pull-down (?
I suppose if the idea is to prevent random data from getting loaded while the Ardiono is booting, it doesn't matter much whether it's a pull-up or pull-down. Either prevents a rising edge that would cause the chip to load bad data, on a max7219.
Except - that - what is the first thing your library does? It pulls it high of course, thus immediately latching in whatever random data has already been shifted in if it was previously pulled down.
I don't set LOAD to HIGH during setup(), I just set it to LOW just before shifting out 16 bits (per chip, if chaining several), then set LOAD to HIGH. This should be safe, do you agree Paul?