Solved
File added and path added, but still get "no such file".
Added folder Drivers/BSP. Added file stm32f4xx_nucleo.h to the new directory. Added it to the include path. I even copied the file to Core/Inc. Still "no such file". Why is it missing?
Added folder Drivers/BSP. Added file stm32f4xx_nucleo.h to the new directory. Added it to the include path. I even copied the file to Core/Inc. Still "no such file". Why is it missing?
Right click on your project within Project Explorer then "Properties"

As addon here is my setup adding BSP without any issue

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