I don’t know what really happend, but I got following situation: When I create a UE4 project (C++) it compiles the project and opens Visual Studio in the project directory, like it should. Now when I add a new C++ through Unreal’s Editor, it opens Visual Studio another time and says “Loading Visual Studio…” until it says “Failed to load Visual Studio”. The new Visual Studio window says it could not use IntelliSense because my first instance of VS is using the generated IntelliSense file. Because the the VS windows are colliding, none of these opened my Pawn Class… so I have to do this manually everytime.
Until Epic fixes it, what you need to do is: every time you create a new C++ class using Unreal, you should close all visual studio instances. Unfortunately, it is a bug… Good news is that you will not be doing that may times. In fact, you can create all necessary source code files outside of Unreal Editor and after you done, just recreate your solution file.