I have searched the forum for related problems. And I think what is causing the problem.
I found http://forums.wholetomato.com/forum/topic.asp?TOPIC_ID=5219&SearchTerms=goto which seems to be very related.
In our solutions most headers look like:
The cpp files usually look like
using namespace a;
using namespace b;
From the header it does not find the function on Ctrl+Click or Alt+G.
However if I write
using namespace a::b;
in the cpp file everything works fine.
So I clearly think that this is a VA bug here...