Thanks again @matklad!
Knowledge that it works for some simple cases force me to dig into.
I tried this one project: https://github.com/Dushistov/rust_swig/tree/master/android-example
(Note: my real project is far more complex, but I started by copying and modifying this one).
So it looks like workspace is not supported yet?
I open android-example alone, and all looks good:
then I open this project as part workspace,
and no jump to errors at all:
As can you see path android-example/src/lib.rs is not underlining anymore.
And slso I got crash of Rust plugin after single project -> workspace switch,
and studio suggest to disable rust plugin.
I used recent nightly as default toolchain - rustc 1.25.0-nightly (0f9c78475 2018-01-17).