Yes, this is a limitation from Mendix OData Consumer.
I faced similar issue when consuming an OData Action which had custom classes as input/output parameters. Mendix can detect the Action from metadata, but it does not support all complex types used in Actions.
In your case:
* command is a custom complex type
* return type is also a custom response class
Because of that, Mendix throws:
* R017: One of the parameters is not supported
* R018: This action's return type is not supported
Currently OData consumption works better with:
* primitive parameters (`String`, `Integer`, `Boolean`, etc.)
* but not with DTO-style custom classes inside Actions.
What worked for me was either:
* changing the Action to use primitive parameters
* or exposing it as REST instead of OData
So unfortunately I do not think this specific Action structure is supported directly by the OData.