I recently ran into this. I was trying to build with Development Server for Linux. There was a mistake in my configuration, which needed to be changed. Fix in Visual Studio was:
Project->Properties->Configuration properties
Select your configuration and platform from the top (for me it was Development Server / Linux) and make sure the configuration has UE4 set to build AND the configuration drop down matches what you are trying to build. Mine said “Linux_Test”, but after changing it to Linux_Development, the build worked. I’m guessing that in the instance above, it needs to be set to “Linux_Shipping”.
The reason this appears during the build process, is that the includes aren’t being found since you are trying to build a configuration that is different from the defined includes you can find for in the BootstrapPackagedGame properties. This means the includes defined will never actually get included.