Thank you for contacting us on this question.
I kindly ask you to check you the following:
when the issue is reproduced, please check what file/folder is active or highlighted in the Solution Explorer; this can happen when an active item is a solution and this is why there is no reference to a project to build it and, at the same time, the command to build a solution works.
Regarding the message which you cannot see fully, I can guess that this is confirmation if save your changes in a project when closing the IDE. However, so that we could make sure that this is not an error, please send us a Bug Report with attached log files directly from TWS - please find this functionality in the menu Help -> Report a Bug, please specify your email and enable the 'Attach Log File' checkbox. This way we would receive your TWS log files and hope they would provide us with additional info on this.