No, the situation hasn’t improved. A couple months ago, I looked into setting something like this up. I even started editing Lime’s codebase, but I gave up after maybe 4-5 hours, when I realized how much longer it was likely to take.
My advice is to write a script that calls haxelib set lime #.#.# and haxelib set openfl #.#.#. This takes practically no time to execute, so you could automatically run the script before each build. (Now that I think about it, HaxeDevelop doesn’t want you to set a custom pre-build script. If you haven’t switched to VS Code yet, now might be the time.)