Version 5.0 patchlevel 1, on Mac OSX Yosemite (10.10.5) seems to have conflicts between dash-type and line width for production of eps files. The dashtype works, but doesn't accept different line widths and reverts them to default of 1. The only one that works is when no dashtype is given in which case lw does what it should.
In the example below, all lines should have lw 3
Please show the commands used to generate your plot. Without this it is impossible to know what might be going wrong. Did you use the cairo terminal or the postscript terminal to generate the eps file?
Does the demo script "dashtypes.dem" work for you?
I attach the output of this demo run through version 5.0.1 with "set term postscript eps color".
You can see that it does allow both dashtype and linewidth to be controlled.