This is still an issue in the current version. While the DDT will let you define multiple relationships to implement a compound foreign key, the DDT will not deploy it. Also if you try to import a database with a compound foreign key, the DDT will only import the first relationship it sees. In the past I've worked around this issue by adding a surrogate integer PK to the parent table that results in a single relationship to the child table but this introduces other issues that Id like to avoid.
Attached is a simple ER diagram illustrating the relationship I'm trying to implement (relationship 5) in the diagram and a screen shot of the DDT error when trying to deploy.