I know many people nowadays dismiss right away what I am about to say: But have you consider to target the Flash Runtime? It's reputation is not that great anymore, but actually it ticks many, many boxes you'll need for "creative coding". It has great video file support, webcam, audio api, sockets, many libraries with native code bindings (ANEs, and u can create your own ANEs if something is missing), great cross platform support and much more. I know it is not bleeding edge performance, but with Stage3D it is much better than it use to be. And writing your code in Haxe makes it even faster.
In case of targeting Flash using a Haxe framework I find the following ones interesting:
I do not mention OpenFl, when targeting Flash since it does not make use of Stage3D and therefore no GPU rendering.
Another option could be to use
https://processing.org. Not everybody knows this, but u do not really have to user their IDE. Basically the core of Processing is just a bunch of jar files. So theoretically u could just use Haxe to target java and link it with the processing jars.
If u have to go native it gets much harder. I think u can say good bye to mp4 support then for example. As far as I know no framework provides decent video file support (I think NME has "some"support) yet and I think it is hard to integrate natively. I think I read on twitter that the OpenFl team is working on that though.
If u would want to put in native video file support yourself I would probably take a look at ffplay.c and try to get that working with the Haxe SDL externs. But this would be a huge undertaking though, I guess.
Regarding audio apis when going native: probably u can use the linc library OpenAL instead of using whatever your chosen framework provides:
There is also a linc SDL library (for windowing, rendering, inputs, etc.), if u want to go more low level than using a full fledged framework.
In conclusion I think there are still many loose ends to tie, if u want to get a openFrameworks like feature set with Haxe.
I agree though that Haxe has a great potential to be awesome for that use case. Currently most people using "creative coding" frameworks are using c++ (openframeworks, cinder) or java (Processing). In the past Flash was used as well. While many game programmers seem to have switched from Flash to Haxe, it seems not to be true for the "creative coders". Currently main use case for Haxe seems to be games and web, and there are many competing technologies in that space. Not so much for the creative coding frameworks, so in my opinion Haxe would fit in there nicely and could become very popular with people who do not like c++. But unfortunately it is not there yet.