Im still having this issue. Ive re-exported my skeletons from v4.0 of Spine (v4.057). I got the image to appear in the sprite window, only for Game Maker to give me a compiler issue, saying Im using an unsupported version of Spine. I've even tried exporting from the beta versions with no luck.
Using Spine Pro 4.0.57 and the latest GMS2 Beta works fine here - just tested with a few of the examples that come with Spine (Spineboy, Raptor etc).
I wouldn't recommend using the beta versions of Spine until you have things working - stick to the "Latest Stable" which is currently v4.0.57.
What version of GMS2 are you using?
If it's saying you're using an unsupported version of Spine then I'd be inclined to believe it and would check I'm using the right version of GMS2 for Spine v4 support.
Also make sure that you have "4.0" selected as the version in the Spine export settings as you can export older versions even if using v4.0.xx of the Spine IDE.
You could also open the exported .json file in a text editor and check the version number shown in there to confirm it.
Can you test using the official examples I mentioned above and see if you get the same issue?
If they work (they do here) then it's possible you have something unusual going on with your own skeleton setup that may be causing a problem with GMS2.