OK. I'm pleased that there is a way out for you. But you're right about this being a lot of work.
Before you trash the entire model, here's a long shot.
[I have not tried this at all, so work with a copy of your model! Better yet, try this on something very small first, then if it works try it on a copy of your full model.]
Try opening the model as a database, and change one of the dependency links to a simple association. You'll need to read the help file - or the user guide, which has the same information - to find the correct table and type name. Remember that the type names are case sensitive. Having made the change, see if you can now generate the DDL. My guess is that the generator is iterating through associations, so never looks at your dependency links.
If this works you can do some kind of mass update via SQL.
In the meantime, zip up one of your small test models and report your current situation as a bug to Sparx, including your model. If EA is displaying the foreign key entries when you use dependencies, it should generate the DDL. IMHO either the generator needs to be fixed, or EA should not allow you to build the keys.
You can reach the bug report via the Support link at the top of any forum page, followed by the Bug Report link in the left side menu. You can also reach it from the EA main menu via Help | On-line Resources | Bug Report Page.
David