I don't get the permissions thing show and cant find any trace of GSX being installed through FSX ?
This might be a problem or not, depending if you have installed something from FSDT in the past. FSX won't re-ask you again permission to run a module that you already authorized once and, since ALL our products use the same two modules ("Addon Manager" and "Couatl scripting engine"), if you already authorized them, it's just normal you won't see any requests.
To check if modules are running correctly, check if you have both their menus under the FSX "Addons" menu.
To check if GSX works...well, what about just using its hotkey (CTRL+F12 by default) ? GSX is entirely silent, until you explicitly call for it.