I add my Notepad++ as external editor for JS files from Options > Preferences and have no luck, still the old Notepad opened from JS Development Environment
As far as I know, those external editor settings in Preferences don't apply for the external editor in JS Development Environment. There's an old FR for that here http://forum.cockos.com/project.php?issueid=5259
I thought the fact that when you create a new jsfx, it is not given an extension (what is the way to avoid the hassle of renaming it and ending up with a wierdly named js?) but I renamed it with the extension, and set notepad++ as the default app for opening jsfx.