Do you use relative paths?
If yes, I found out it helps to set the working directory to my projects directory y loading a file from my projects dir using File->Open. The navigating and loading apparantly sets the working dir, fixing the case where you THINK you are using paths relative to your project, but delphi interprets them relative to your working dir.
Close all other tabs first though, to avoid mistakes. Since the delphi compiler is a dll, it interacts deeply with the IDE, and probably has access to which files are opened. (it can compile unsaved files!)
If not, it might a freak occurance, but still have the same origin. Developing a habit to first close other files (right click on tab->close all other), and fixate the working dir (with the load unit via file-Open workaround) might help.
I've the feeling the BDS series of IDEs seem to suffer from this more than the classic ones, but the problem existed in the classic ones too. Could be as simple as using more fancy opendialog options in BDS, increasing the chance on working dir change.