Based on this page and given what you said in your first bullet, that the support package isn't listed in Application Compiler, I wonder if one of the criteria listed on that page is not satisfied.
- the support package is installed
- your code has a direct dependency on the support package
- your code is dependent on the base product of the support package
- your code is dependent on at least one of the files listed as a dependency in the mcc.xml file of the support package, and the base product of the support package is MATLAB
Are you trying to load an object that uses the support package in your application, without having any direct and obvious (to the dependency analyzer) calls to support package functionality? [That's the second bullet above.] If so I'd probably try to use one of the workarounds in the "Fixing Callback Problems: Missing Functions" section of this documentation page, as this workflow is described by the Tip in that section of that documentation page.
If that doesn't work, as a diagnostic step to try to determine if this is a problem with the dependency analysis or with the support package, can you try the command line compilation command (the last section on the page to which I linked in my first sentence) with the support package you're trying to include explicitly added using the -a option?
