Hello Steve,
As detailed in release notes for SSP 1.1.0, you should define NX_DISABLE_INCLUDE_SOURCE_CODE in the compiler pre-processor if you'd like to build NetX from source. Additionally, NetX Source requires ThreadX Source in order to build properly. Linker always links in the C file before referring to the library looking for a specified symbol (hence you can keep regular NetX library selected on the components tab).
Regards