You don't need Calypso anymore in Mendix 9 and Atlas 3.
https://docs.mendix.com/howto/front-end/customize-styling-new#previewing-styling
Chapter 5.1:
Mendix monitors the file system in the theme and themesource folder for changes in the .scss files. When a change is detected, the .scss files are compiled to CSS and the app is automatically reloaded (if it is running), so no additional tooling is needed.
Hi Wout Bakker,
Please refer the document under the title New Theme Folder Structure
https://docs.mendix.com/releasenotes/studio-pro/9.0#theme-folder