First, you'll need to put additional
latch between address bus and P2, so
ALE pulses will allow to capture the
page byte (DPP) put there during MOVX
transfers. This latch should be routed
to decoding circuit which selects
RAM chips.

Second, DPP SFR should be updated
accordingly before [any] MOVX operation,
no matter if in assembly or in C.

This has nothing to do with the linker.
I don't know any development tools
which support 24-bit DPTR. The paging
must be done separately.