Ideed, this is a v5.4 breaking change:
docs wrote:
All entity fieldindex enums are now generated in the entity class file, so for instance the CustomerFieldIndex enum is now generated into the CustomerEntity class file
The template file where the enum is created and then inserted in the entity template is:
LLBLGen Pro Installation Folder\Templates\SharedTemplates\Net3.5\C#\entitySupportCodeInclude