The short answer is no, nativeMalloc/nativeFree are not going to work with normal haxe objects.
For interacting, there are a few possibilities:
1. You can use a GCRoot to hold the haxe pointer in native code. "freeing" the object is zeroing out the GCRoot - although it will not go away until later.
This would generally involve the native code "seeing" the haxe and hxcpp headers, and would need careful management of the compile flags.
2. You can use the cffi interface and gc roots to hold opaque references to haxe objects
3. Create a native object and hold a reference to it in haxe. You can use a hxcpp finalizer to delete it
4. You can use "nativeGen" interfaces which creates header files that can be included without depending on hxcpp compile flags. There is a GCRoot helper to allow these to be stored in native code.
Hugh