External tilset set bug, and layer breaking when mixing tilesets

Those both indeed sound like Axmol issues, nothing to do with Tiled.

The restriction that a layer can only use one tileset at most is a very common one, as a common method of rendering tile layers is as a textured mesh, and that requires the tiles to be in the same texture. Mixing tilesets would require either rendering a separate mesh per tileset, or engine-side texture atlasing to put all the tiles into a single texture, or pre-rendering each layer to a texture. None of these is a trivial change and all have significant downsides.
There is an open feature request for Tiled to allow restricting layers to a single tileset to make working with such engines easier: Option to restrict layer to a single tileset · Issue #153 · mapeditor/tiled · GitHub If you have some ideas on how the UX for this should go, feel free to contribute to the conversation there.