I see, thanks for clarification.
I'm attempting to use this to build the project:
haxe -debug -lib sfhx -lib sfgml -cp src -js ../extensions/Haxe.extension.gmx_ -main Class -dce full -D sfgml-assets-path=../my_project.project.gmx -D sfgml_snake_case -D sf_pretty -D sfgml_local=_
This generates a Haxe.extension.gmx_ file which contains the generated GML code. The original .gmx file remains untouched, and so does the blank script you need to create when setting it up. Is that expected?
I've checked the files with external editors to be sure the IDE wasn't just failing to load changes.
Also, sorry for asking for support here, is there a better/preferable channel?