You could try compiling with "-D dll_export". This was not really intended for this purpose, but it might work, ie export everything. These will be the c++ mangled names.
I was thinking you might want to create a "clean" Api, that does not depend on the haxe code implementation. This way, you would write a fixed set of headers and interface functions, but allow the haxe code to change however it likes, but keeping the changes in the dll "black box". If you are going the "all symbols" approach, then you will need to expose the haxe generated headers, and the hxcpp headers, to your "application code", requiring a complete recompile if you change something in the haxe code, or have a different version of hxcpp installed or whatever. In this case, you may as well go the .lib file as the .dll file.
The black box approach is very nice, if you can keep the interface small enough to manually manage.
Hugh