You'll want to enable "automatically reload changed files" on first tab of Preferences and ensure that you didn't disable file watching in General > Power Saving.
As for now, on the same project if I make a modification in GMEdit, the modification doesn't appears in GM:S2 (even after saving and reloading project).
Don't forget to hit Ctrl+S in GMEdit - it will not auto-save without interaction (Ctrl+S or after asking for permission upon closing a tab)