Tiled allows resources like the tileset to be placed on the extensions folder by using the ext: keyword before the resource file name.

It works like a charm when loading a tmx file. But when the same tmx file is saved, Tiled adds ../../../../../../../ before the ext: keyword inside the tileset tag, like this:

<tileset firstgid="1" source="../../../../../../../ext:myTileSet.tsx"/>

This way the tmx file show up broken when it's loaded later.