I set all the way points from inside the terminal to inside the first leg of the jetway, then another one at the turn inside the jetway, then another where the jet way terminates.
You misunderstood how walking waypoints are used on a gate with a jetway. They are ONLY used to represent the static part of the jetway, something like a bridge that connects to the moving part, check the manual at Page 57, which says exactly that:
Sometimes, you want to create custom paths for Passengers so they can walk through scenery elements that might not be “real” jetways, or climb over stairs. GSX customization can do that, by allowing to set an height from ground to each waypoint.
Waypoints in the animated part of the jetway are not customizable ( the jetway moves depending on the airplane model and position, so fixed waypoints would be useless ), they are supplied by Simconnect, so they are correct or not depending only how the jetway is modeled, inserted and how the airplane doors are configured. Nothing in GSX can change that.
Please read the manual at Page 79, which explains how the waypoints in the animated part of the jetway are used.