Actually, looking at the Customization window, all the exits are properly assigned. Specifically speaking, door 2 is not existing in this version.
Don't confuse the message from GSX that says "Exit 2" with the passenger door 2. They are not necessarily the same thing.
What matters for GSX when asking to open a door, is the VARIABLE assigned to it. Exit 2 means the standard simulator variable for the 2nd exit, which doesn't necessarily match the GSX door 2, since the GSX door 2 can be assigned to any of the 4 standard simulator variables, assigned to a custom variable, not assigned at all, or set to be ignored. That's the whole point of the customization page: if an 1:1 match was always possible, we wouldn't even need a customization page to begin with...
So, GSX is telling you to open Exit 2, because in that configuration, any of of the OTHER doors has been assigned to the standard variable for the Exit 2, which on default airplanes is used by the Cargo doors.
Of course, this being a PMDG airplane, you can be sure that using default variables will likely not work, since PMDG uses custom variables, so you must figure them out in order to create a custom config for that variant.
The best solution would be looking at the default configuration for the normal PMDG 737, which is supplied with GSX, and adapt it to that variant.
