I found a bug in Windows. Project path containes a space "C:\Users\T.Buglov\Documents\Unreal Projects\GameProjectHaxe". So init-plugin generates wrong "gen-build-module-rules.hxml" with bad target section. Finally, I have error
[exec] ERROR: Couldn't find target rules file for target 'GameProjectHaxeEditor' in rules assembly 'UE4Rules, Version=0.0.0.0, Culture=neutral, PublicKeyToken=null'.
Other path without spaces "C:\Users\T.Buglov\Documents\UnrealProjects\GameProjectHaxe" works fine.
See https://github.com/proletariatgames/unreal.hx/issues/45#issuecomment-235531032