Did you try a clean rebuild, including removing all precompiled headers etc? It does not seem to find things like EditorColourSet, so it may be that it still uses an old precompiled header.
Also, this is a bit strange, but that could be an artefact due to copying from your terminal, too:
g++ [...] -I/usr/lib/wx/include/gtk2-unicod e-release-2.6 [...] -I../../src/s dk/wxscintilla/include -I../../src/sdk [...] -I../../sr c/src/wxAUI
If you have those odd space chars on the original console too, then the compiler will of course not find one include file.