problem on set_output_delay

That is a good point. When I talked about the lowest skew between output clock and data, I was assuming the data was driven out by ALTDDIO_OUT registers as well. This should be done as you say for SDR or DDR for the lowest skew.

When you use ALTDDIO_OUT MegaFuntions for your data outputs, you are forcing the use of output registers. Making the assignment of Fast Output Registers does not affect this, nor will making that assignment infer an ALTDDIO_OUT. It will only infer a single register output. The ALTDDIO_OUTs must be instantiated.