Hey I am having a similar issue, except I am not using gazebo-classic, Iām using gz. I put my custom world to the worlds directory, but I cannot find the list of targets cmake file for gz. Do you have any idea where this file exists? Or if there is a different step that i am missing?
According to the documentation on adding new worlds and models, all you should need is to add the sdf to the gz worlds directory. No need to modify a cmake file like with gazebo-classic.
You may need to specify the world using the environment variable PX4_GZ_WORLD in your make command. For example: PX4_GZ_WORLD=custom make px4_sitl gz_x500
Though it seems make px4_sitl gz_x500_custom should also work.