The little panel for selecting stems seems to be missing for diagonal instructions.
Selecting a diagonal instruction: no panel
Selecting a stem instruction: panel
The point of the diagonal hint is to make horizontal jumps in pixels rather than subpixels, to have a more uniform diagonal growth. There is no need to assign a stem to it. Perhaps in this case you don’t need a diagonal hint at all.
pixels rather than subpixels
The other way around? In any case, you appear to be contradicting the Glyphs manual.
A Diagonal instruction tries to replicate the jumps in thicknesses of a specified horizontal stem. Thus, the relative thicknesses of diagonals and horizontals.
and
Link it to a horizontal stem width in the grey Info Box (Cmd-Shift-I).
(My emphasis)
Oh I see, that is either not implemented yet or a mistake in the manual 
Can I get a clarification whether this is a mistake or if it isn’t implemented yet?
This is a bug. I’m currently working on the hinting so I’ll fix this.
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This fix was promised in Nov '15, but is not implemented yet. When can it be expected?
Fixed it. Thanks for the reminder.