Hi,
Please enable verbose output via Tools->Options->VisualGDB and build the project. Then rename/delete one of the files and check the build output for the “Checking for previously transferred files that no longer exist…” line. If it is present in the build log, please let us know the subsequent lines. If not, please double-check that the .vgdbsettings file sets DeleteDisappearedFiles to true.
Also you can reproduce it on a basic “Hello, world” project, you can simply send it to us and we will investigate it on our side.