Improve problem matchers in 'problems' window and also 'terminal' window.

Integration.code-workspace.tpl.json

@@ -80,10 +80,12 @@
                 "problemMatcher": [
                     {
                     "base": "$gcc",
+                    "source": "build.py",
                     "fileLocation": ["relative", "${workspaceFolder}/luprex"]
                     },
                     {
                     "base": "$gcc",
+                    "source": "build.py",
                     "fileLocation": ["relative", "${workspaceFolder}"]
                     }
                 ],

build.py

@@ -300,7 +300,7 @@ def build_luprex_and_integration():
     """
     This builds our C++ code, and also UnrealEngine's C++ code.
     """
-    shell(f"{INTEGRATION}/luprex", "make all")
+    shell(f"{INTEGRATION}/luprex", "make all 2>&1 | sed 's|^cpp/|luprex/cpp/|; s|^ext/|luprex/ext/|'")
     shell(INTEGRATION, f"{UNREALENGINE}/Engine/Build/BatchFiles/{BUILD_BAT} -waitmutex IntegrationEditor {OS} {DEBUG} {INTEGRATION}/Integration.uproject")