GSX doesn't change the way airplanes open their doors, and doesn't change the way you open them, it only checks if that door is opened or not, but how to open or close it it's unchanged, and it's left to the user and the way the airplane works.
So, yours is not really a question about GSX, but more like on the normal simulator usage and, on default airplanes, to open the 2nd exit ( cargo doors ), you must first press Shift+E at the same time and THEN after a very brief pause, the 2 key. Just try several times to get a feel how long the pause should be, and you'll surely find it, but it surely won't work if you press all 3 keys at the same time.