When using include, the plugin seems to use a different working directory from where other code is run.
For example, if a test.jl file is in /home/jeroen/test/, then
cd("/home/jeroen/test")
include("test.jl")
won't work, whereas
include("/home/jeroen/test/test.jl")
would and
would also read in the file correctly.
The error is
ERROR: LoadError: SystemError: opening file "/home/jeroen/.TeXmacs/plugins/julia/julia/test.jl": No such file or directory