VS2017 can produce binaries that run on XP, if you have the proper toolkit installed (v141_xp) as OP mentioned.MSVC 2017 doesn't even have a compatibility setting to produce such binary. You will have to copy it over to more modern Windows OS (WinVista+).
You are talking about DLLs. I assume you mean that you use wxWidgets as DLL, not statically linked?
In that case it sounds like a bad idea to use static linking for the runtime libraries. Actually i'm not sure if this can work. You should definitely try with dynamic runtime and check if it changes anything.
You loaded wx_vc14.sln and selected the configuration "DLL release"?
Then you selected all libraries (from "adv" down to "xrc") and changed the runtime from /MD to /MT ?
And in your project you used the same settings?