I suddenly started experiencing various problems with my project (like "PCH warning: header stop cannot be in a linkage block", compile errors etc). I tried various methods of troubleshooting. It would show fine and compile in Arduino but show errors or not compile in VS/VM. I narrowed it down to the fact that the problems began after I included Audio library for Teensy 3.2. Because some of it could be caused by my code or lack of knowledge I decided to start from scratch. Clean Windows install, clean default VS, Arduiono, TeensyDuino and then Visual Micro. All with default settings.

To replicate the issue first thing I tried is to open the included example via Micro Explorer:
Teensy -> Audio -> SamplePlayer

The example compiles (now) but it's full of Intellisense errors (30).

I did another cleanup and the code does compile now. It must have been me trying out all sorts of things and switches. Most likely I broke something. This here is the direct result of just running the sketch after clean install without changing a single character in the code nor in settings. Without fixing the intellisense in this example there is no point me even trying my sketch as the use of Audio library is essential.

Yes, that's correct. As I mentioned, the problems started appearing once I included the Audio library in my code. Assuming some of it (my code) might be not entirely error free or messed up, I tested just the example on a very clean install. Intellisense shows errors on objects from the Audio lib. It finds the definitions with F12 and the error disappears until next rebuild.

I replicated the initial PCH warning problem:
Created: empty Arduino project
Added: .h & .cpp class
Added: #include <Audio.h> in the ino file and the line 
#include "SomeClass.h"
in .cpp file gets squiggly line at the end and the next line with error (included screenshot):
PCH warning: header stop cannot be in a linkage block.  An IntelliSense PCH file was not generated.
Excluding Audio removes the error.
The code compiles though.

Thank you very much!
I'll clean up my (multi target) project today and see how it behaves.

Great, yes I saw that. What did you redefine it as we can try to add it to the default intellisense overrides.

Ah yes I forgot that I looked at that but because a library includes the code the visual micro intellisense vsarduino.h comes in too early. The #includes for the library are actually in your code so you need to redefine from an appropriate location.

I think simplest solution, is to you have one .h with all your redefines if you come across more library related issues, then add an #include to your .h where needed. Maybe this is what you have done anyway.