Можно пофиксить самостоятельно, если глаза мозолит.
1. Open the project solution
2. Inside Visual Studio go to Project -> Properties
3. In configuration select "All Configurations"
4. In the Configuration Properties tree select NMake
5. Click the dropdown for the "Include Search Path" item and select "Edit..."
6. Click the "New Line" button at the top right of the window and add this path "..\Build\Win64\UE4Editor\Inc\YourModuleName" without the quotes.
7. Repeat step 6 for each c++ module in your project
https://answers.unrealengine.com/questions/810626/vs-cannot-find-generatedh-files.html