This is currently not supported in Haxelib, though it would be great to see, and not too hard to implement. If you're interested in working on Haxelib, it's not too hard, open an Issue on the Haxelib Github project and perhaps we can help you figure out how to contribute.
One alternative if you need a workaround is to create a "run" script, so you can do:
# Run the project's run.n file
haxelib run mylib
# Your "run.n" file could have a "setup" command that runs
# the "haxelib git" commands for the user
haxelib run mylib setup
It's a bit of a hack, but it could work in the interim. See http://haxe.org/doc/haxelib/using_haxelib#runnable-project for more info on how to have a run script for your haxelib.