What a mess, really this shouldn't have been released without testing.
This is what people need to get the latest CMSIS DSP 5.8.0 to compile, you can share it with all the other poor souls that have lost half a day of their lives due to STM dev screw ups like this:
Add these lines to the include, editing in the correct user:
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/FastMathsFunctions/
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/SVMFunctions/
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/SupportFunctions/
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/TransformFunctions/
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/StatisticsFunctions/
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/QuaternionMathFunctions/
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/MatrixFunctions/
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/InterpolationFunctions/
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/FilteringFunctions/
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/DistanceFunctions/
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/ComplexMathFunctions/
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/ControllerFunctions/
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/CommonTables/
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/BayesFunctions/
C:/Users/YourUser/STM32Cube/Repository/Packs/ARM/CMSIS/5.8.0/CMSIS/DSP/Source/BasicMathFunctions/