All you need is all those files inside the CitrAGB folder inside the 3ds folder. As for ROMs, it defaults to looking at the root of SD, but you can navigate to folders.
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You didn't clone recursively, you need the libkhax repo inside the gpsp/3ds folder (ie gpsp/3ds/libkhax/khaxinit.cpp and all that stuff).
It seems like the problem is in O3ds.