Yes, most editors have some kind of detection of changed files, but as you pointed out, some of them always ask about it, and some of those have no option to do it automatically.
Yes, "Go to definitions" needs adjustment to any cached information any time a file is loaded.
I don't see how putting the errors in Foo.cobra.errors will help much since that file wouldn't be automatically loaded (in existing editors as they are now) and even if it was, you'd be tempted to fix the problems there, but you would be editing the wrong file. Unless I'm just missing your point.
I guess some of your concerns here revolve around whether it would be taxing to the compiler and/or IDE regarding the rewriting and reloading of files, but typically I only have a few errors in 1 - 3 files. It shouldn't be a problem.
I think the -intellisense option is a good idea. That's a trademark of Microsoft, so we'd have to call it -autocompletion. Also, there are external APIs for this sort of thing, such as
http://code.google.com/p/pysmell/ which supports Vim, Emacs and TextMate. I was already planning on providing similar support at some point.
I'm still working on @help though which provides similar benefits. I want to finish that off first.