We have found that there is an issue with getting Depth cue to work in DS 3.1.

If the Graphics setting is on the Perspective mode, Depth cueing doesn’t work.

You can right-click in the Molecule window and select Display Style, select the Graphics tab and change the Projection mode to Orthographic, and make sure ‘Depth cue’ is checked. You can see that Depth cueing works in the Orthographic mode. If you hit the Translate button and hold down the Shift key and move the mouse left to right, you can adjust the extent of Depth cueing.

Note also that this issue has been identified and fixed in the next version of DS release, DS 3.5.