Hi,
This is to be expected. Different ESP-IDF versions are not 100% backwards-compatible, so the project may need some adjustment. If deleting the temporary subdirectories (build and .visualgdb) doesn’t resolve the problem, the project probably uses some settings that changed between the ESP-IDF releases.
VisualGDB cannot perform this kind of troubleshooting fully automatically. All it does in this case is notices that some header files referenced by sources are not present anywhere in the search path, and tries to automatically locate them and suggest the missing directories. This feature was designed to simplify importing of external projects (see this tutorial) and we do not recommend using it in this case. ESP-IDF projects specify many settings on a higher level, and overriding the include paths manually can create more problems than it would solve.
A good way of solving it would be creating a new project from scratch, checking where the missing include files are usually located and how are these components referenced, and then porting these settings to the broken project. You will likely find that some component names have changed, or some CMake-level statements use slightly different syntax.