Possible answer: Deep search looks in the libraries your code uses to find #includes to other libraries. When you use a library you also need to ensure that any libraries it uses are installed.

generally if you have an error it is best to post the full info. In this case the missing file name will help but also what board and libraries you believe your code uses.

To include an Arduino library in code you should use this syntax:-

#include <LibName.h>

You should not specify a folder path or the \src folder.

Thanks for the update and message.

Actually it's more complicated that it seems for arduino to work in a real ide. Arduino compatibility means no project, no include paths, automatically discovered libraries. Moving a library to a different location would be automatically discovered where as in a normal ide you would have to change reference or include paths. Switching board can also mean the intellisense include paths need to be changed.

Visual Studio does not understand arduino projects so the intellisense which vs provides is unrelated to the actual Arduino build process that visual micro performs. We never declare where libraries are located and they are not #included with paths, therefore we have to reply on running external tools to detect new libraries and perform compilations.

In early (year or two ago) arduino ide's the only way to include libraries was by adding them as #includes to the .ino files. These were then found using a regex which was easy for intellisense but not very scientific. 

Then "deep search" was released which can find libraries within #if conditions and also find libraries #included deep inside other libraries and project .cpp code. This involves scanning all cpp sources and running an external program called GCC.exe with -E parameter to find all the #includes. It's too slow to incorporate this resolution into intellisense, therefore when you add libraries run a build, which caches the discovered includes and combines them into  intellseinse along with selected board core.