The problem doesn't have anything to do with GSX.
When you see the red cross in place of a jetway ( or any other object created by SODE ), it's because what is missing are objects created by SODE using a SODE XML file, most commonly SODE jetways provided by the scenery developer. The red cross means you *do* have a SODE XML file that calls for those objects, but they are not installed our found by the simulator for some reason.
Nothing to do with GSX, you'll never see the red cross when a GSX object is missing, because it's something that SODE does to indicate a missing object but, GSX jetways are created by GSX, SODE is not involved in their creation, hence it won't show the red cross if the object is missing so, you can be sure that, if you see the red cross, the problem doesn't have anything to do with GSX, and it's happening entirely in the scenery and its installation or configuration of its own SODE files.