With Morth Attacks, a Chaos Beast can chose what dice he wants to roll. But say if they rolled all three combat dice (Red, White, Blue) and one or more of those dice came up an X, would he have to roll 3 x's to miss or would one X be enough for the whole attack to miss?

One "X" is enough to miss. That's what makes it chancy to roll all of the primary dice, but you can potentially get a lot out of it.

In morph attack you must choose what kind of attack is made- melee(red die), range(blue die) or magic(white die). So depends what attack will be there you get which die is primal to determine if the miss ocure, i think. But beeing too greedy must be punished so i guess that misses on other dices will tell that u miss .

Nakarashi is correct. Any "X" on any die constitutes a miss. Taking an extra "base" attack die is a risk, just as it is with taking extra black dice with the "Bash" ability.