Following the links you mentioned, it works like this:
sudo alternatives --install /usr/local/bin/xdg-terminal-exec \
xdg-terminal-exec $(type -P kgx) 200
sudo alternatives --install /usr/local/bin/xdg-terminal-exec \
xdg-terminal-exec $(type -P gnome-terminal) 300
sudo alternatives --auto xdg-terminal-exec
sudo alternatives --display xdg-terminal-exec
Although this way is not quite user-friendly as it lacks GUI support.