Some issues I encountered:

Where settings have to go

Answer: Into the Sublime LSP settings, like this:

// Settings in here override those in "LSP/LSP.sublime-settings",
{
 "clients": {
 "haskell-ide-engine": {
 "command": ["hie"],
 "scopes": ["source.haskell"],
 "syntaxes": ["Packages/Haskell/Haskell.sublime-syntax"],
 "languageId": "haskell",
 "settings": {
 "languageServerHaskell": {
 "hlintOn": false,
 // "maxNumberOfProblems": Number
 },
 },
 },
 },
 // "log_debug": true,
}

When settings seem to have no effect

Apparently currently you have to fully restart Sublime for Sublime's LSP plugin to notice changes in configuration; using the command to restart the LSP server isn't enough.

(It is worth saying that in the docs because most other Sublime settings apply immediately without need for a restart.)