Has Riku been to Dive to the Heart? And for that note, do all keyblade wielders go there?
Unknown, for both questions. It's true that we have two Keyblade Wielders that have gone through that process, yet we have two things to consider here-
1) Roxas is connected to Sora, so it makes sense that what applied to Sora would apply greatly to him as well. There being two occurances of this doesn't help us shed light on the rest of the Wielders.
2) Nomura said the following about Riku's Keyblade -
Another Report said:
Riku’s “Way to the Dawn” and Kairi’s Keyblade are naturally the same type of Keyblade as Sora’s. However there is no particular explanation for the Soul Eater’s transfer and occurence, as well as Riku’s handing it to Kairi. When there isn’t a normal process of acquisition, I think it’s ok to think there is some deeper meaning there.
Riku acquired his Keyblade via the Soul Eater's transformation, making his acquiring process different from Sora's by definition.
Thus far, it's uncertain whether he had a Dive to the Heart, be it for the WtD or possibly even for the KK - in which he failed, making the KK turn to Sora as an alternative.
Neither option has been confirmed or even addressed, though.
EDIT: Another question: What do the images in the Awakening mean? If we take the name 'Dive into the Heart' litteraly, then maybe it is the place inside a keybladers heart. Roxas so goes into Sora's heart, and thus sees images of Sora and his closest friends, but what about Sora; how can there be images of the PoH's in his heart?
Sora = the Keyblade Master to be, going through his initiation.
PoHs = beings connected to the Realm of Light and the Keyblade, confirmed to have strong ties to both the Keyblade and its Masters.
Thus =
Sora = someone with ties to the PoHs.
Otherwise, Kairi never would've made it to the Islands, seeing how she got there because Sora and Riku were there.