Do Headers dependencies with third party works?

I made my own library MyLib that I use in a UE4.92 project MyProject.
I made the correct in Source/ThirdParty/MyLib and included it in MyProject.Build.cs PublicDependencyModuleNames.
So it’s compiling and linking correctly.

The only problem I have, is that when I change a header file of my library, and deploy it in MyProject/Engine/Source/ThirdParty/MyLib

MyProject doesn’t recompile anything, it’s like there’s no compilation dependency between my project h/cpp files and my library headers files.

This is a problem because my library is still in development, and headers files are changing, resulting, of having some part of my project code being compiled with older headers files, some with newer header files,depending of what code I edit instead of changes in those headers files.

So I’d like to know if :

  1. Is it normal than UE Build Tools don’t set dependencies with third party headers files
    If 1) == no
  2. how to check if the dependencies are correctly generated
  3. how to fix this if somebody had the same problem

Best Regards,