This wasn't the case before.
Having the same issue. Selecting the action and re-executing it, does work. It looks like the 'Append action to queue' only works for actions already in the database. Not sure why, because most of the time you want to create a QueuedAction and immediately append it to a queue.
Tested this by committing the newly created in a separate transaction and this works.
However, I really don't like this solution with creating a seperate transaction, because the QueuedAction is executed before the orginal transaction is ended. This was one of the advantages of the ProcessQueue.
These issues should be fixed by the latest release in the AppStore. For an idea of what was fixed please see the release notes. For more detail you can look at the following pull request: https://github.com/mendix/ProcessQueue/pull/9 (the release in the AppStore already contains these changes).
It seems that both issues are already known on Github: https://github.com/mendix/ProcessQueue/issues
But since the support level is platform support you could also raise an issue in the support portal.
Same issue over here, I'd also implemented like Pieters, but I see that doing 2k queued actions in few minuts results in 90% unqueued actions, which are also not processed later on. I tought may due the webservice load, but seen there are more having issues with PQ, I think that PQ is not stable to handle a high load eiter.
My workaround: scheduled event which triggers asu_initqueue