Thanks for your help, Joshua, but it seems lime.project.HXProject is not being exposed yet in the latest haxelib versions.
I'll replace the .hxp logic with a build script generated xml project file as an easy fix.
Here's the error messages for both imports, just in case they are usefull to somebody:
import lime.project.HXProject;
D:\work\projects\[private]\project>haxelib run openfl build windows
Class not found : project.HXProject
import project.HXProject;
D:\work\projects\[private]\project>haxelib run openfl build windows
C:\Users\mako\AppData\Local\Temp/temp_9823708/Project.hx:1: characters 7-24 : Class not found : project.HXProject