Has this problem been fixed?
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when nicehash falls below my set price in the password.
sgminer doesnt go to next pool, it stays stuck in waiting for nicehash and seems to still be submitting shares, therefore never failing over.
Yes.
https://nicehash.com/software/For X11 also? I still see "waiting for work.." message with the downloaded nicehash sgminer if I set the price threshold.
Yes, it has been fixed for X11 too ->
https://www.nicehash.com/software/#sph-miner ... are you 100% sure you're using a downloaded version from this site?
Are you using windows or linux version? Please double check this and if the problem still persist please send me your pool config.