You should be able to create an EDS file by *uploading* it from the device; RSNetworx basically reads every available Parameter Object and creates an EDS file that way.
What versions of RSNetworx for DeviceNet and RSLinx Classic are you using ?
Right-click in RSLinx Classic and look at the Vendor, Code, Type, and Revision and you should be able to use that to find the EDS file if it's on the RA EDS server.
The fact that the "Download EDS" or searching for it on the server failed suggests that it's not on the server. Is it a particularly large or unusual Dialog Plus ? Those sold in small enough volumes that I've run into a few instances were the product group just never put the EDS on the server because they just sent them with the device when it was sold as part of an MCC or an engineered system.