I don't have the wx directories explicitly added, VA pulles them in from my project settings. However, the design of the library is that theres' lots of 'base' files (in the directories that I point VA to) that then include private platform-specific headers. VA apparently gets confused by the various platform version #defines and #ifdefs and parses everything.
An example:
// include the declaration of the platform-specific class
#if defined(__WXMSW__)
#ifdef __WXUNIVERSAL__
#define wxWindowNative wxWindowMSW
#else // !wxUniv
#define wxWindowMSW wxWindow
#endif // wxUniv/!wxUniv
#include "wx/msw/window.h"
#elif defined(__WXMOTIF__)
#include "wx/motif/window.h"
#elif defined(__WXGTK__)
#ifdef __WXUNIVERSAL__
#define wxWindowNative wxWindowGTK
#else // !wxUniv
#define wxWindowGTK wxWindow
#endif // wxUniv
#include "wx/gtk/window.h"
#elif defined(__WXX11__)
#ifdef __WXUNIVERSAL__
#define wxWindowNative wxWindowX11
#else // !wxUniv
#define wxWindowX11 wxWindow
#endif // wxUniv
#include "wx/x11/window.h"
#elif defined(__WXMGL__)
#ifdef __WXUNIVERSAL__
#define wxWindowNative wxWindowMGL
#else // !wxUniv
#define wxWindowMGL wxWindow
#endif // wxUniv
#include "wx/mgl/window.h"
#elif defined(__WXMAC__)
#ifdef __WXUNIVERSAL__
#define wxWindowNative wxWindowMac
#else // !wxUniv
#define wxWindowMac wxWindow
#endif // wxUniv
#include "wx/mac/window.h"
#elif defined(__WXCOCOA__)
#ifdef __WXUNIVERSAL__
#define wxWindowNative wxWindowCocoa
#else // !wxUniv
#define wxWindowCocoa wxWindow
#endif // wxUniv
#include "wx/cocoa/window.h"
#elif defined(__WXPM__)
#ifdef __WXUNIVERSAL__
#define wxWindowNative wxWindowOS2
#else // !wxUniv
#define wxWindowOS2 wxWindow
#endif // wxUniv/!wxUniv
#include "wx/os2/window.h"
#endif
VA parses & includes ALL the headers here (at least as far as I can tell).
(Directories output included for completeness although the wxWindows directories aren't in it - this is from the "Copy" button and is identical to the contents of the C/C++ Directories node)
Platform: Win32 (x86)
Stable Includes:
I:\\CODING\\STLPORT\\STLPORT-4.6\\STLPORT;
I:\\Program Files\\Microsoft SDK\\include;
I:\\PROGRAM FILES\\DEBUGGING TOOLS FOR WINDOWS\\SDK\\INC;
C:\\Program Files\\Microsoft Visual Studio\\VC98\\INCLUDE;
C:\\Program Files\\Microsoft Visual Studio\\VC98\\MFC\\INCLUDE;
C:\\Program Files\\Microsoft Visual Studio\\VC98\\ATL\\INCLUDE;
I:\\CODING\\LOKI;
Library Includes:
C:\\Program Files\\Microsoft Visual Studio\\VC98\\MFC\\SRC;
C:\\Program Files\\Microsoft Visual Studio\\VC98\\MFC\\INCLUDE;
C:\\Program Files\\Microsoft Visual Studio\\VC98\\ATL\\INCLUDE;
C:\\Program Files\\Microsoft Visual Studio\\VC98\\CRT\\SRC;
Other Includes:
(empty)