Besides setting PATH in default_extend_env, you should also set GEMPATH. Here is my SublimeREPL parameter:
{ "default_extend_env": { "PATH": "{HOME}/.rbenv/shims:{PATH}", "GEM_PATH": "{HOME}/.rbenv/shims"} }
You can add the following code at the beginning of pry_repl.py to print PATH to check if your setting is valid.
puts "PATH:#{ENV['PATH']}" puts "GEM_PATH:#{ENV['GEM_PATH']}"
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