I set my first waypoint just past the top of the jetway. The passengers are still walking below the jetway until they reach that waypoint, then they climb up and proceed at the correct height.
It doesn't seem you read the manual at Page 72, as I've suggested. This is NOT fixed by adding waypoints: you MUST set the floor heigh correctly first and THEN, eventually, add extra waypoints to continue the path and ONLY in the static part of the jetway.
Again, reading the manual would have helped understanding how jetways work so, I'll quote Page 74, which includes a picture:
During Deboarding, Passengers will walk through waypoints 0, 1, 2 and 3, while on Boarding, the order will be reversed to 3, 2, 1 and 0.
If a Jetway is modeled following this standard, through the Navdata API, and the Airplane configuration (for the Exit), GSX has all the information required to plot the Passengers waypoints correctly. You might only need to manually specify the Jetway floor height, if it’s not 4.60 meters from ground, which has been explained in the previous chapter.
Note that, the chapter "Special Jetway models" at Page 74 first explains how a STANDARD jetway works, to clarify why you need to do extra work to support SPECIAL types so, in your case (clearly a standard jetway), there's no need to read further, into the paragraph named "How to deal with special Jetways"