As far as I can remember, Dead Cells specifically was made using Heaps[1], which the creator of Haxe himself made. Paper's Please uses OpenFL[2] instead. I'd say the Language has quite a few good libraries and frameworks to work with. The Haxe site itself lists a few others too [3] at the very bottom of the page. My advice would be to look at some sample code or documentation and see which one strikes you as either the most interesting or the most practical.
[1] - https://heaps.io/ [2] - https://www.openfl.org/ [3] - https://haxe.org/use-cases/games/