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Actually, Quartus does not pick up any VHDL files that are not explicity in the file list.
The libraries section is just a legacy thing to support AHDL.
The libraries section in the settings has nothing to do with VHDL libraries.
Basically, unless you are using AHDL, the libraries section is pretty useless.
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According to Rysc the following is true;
"What about explicitly adding the file/s? The libraries are only places for Quartus to look for design files that match the missing component name. For example, if your HDL instantiates a module/entity called blaa, Quartus will first look through all the files specificially added in Project -> Add Files to see if blaa is defined anywhere. If not, then it looks in the libraries for files that have that in the name, like blaa.v or blaa.vhd. It does not search all files, just known filetypes. It also won't look inside the files if the names don't match, so if you have a file called blaa_altera.v, which has a module called blaa inside, it won't look at that because the name doesn't match blaa. Just some ideas as to what might be happening. "
Does this have any validity at all?