• R: 4.1.2
• OS: ArchLinux
• g++: 11.2.0

I've installed packages including CoinPragma.hpp, but it reports so, in the installed dependencies, it's under /usr/include/coin/ Code should be placed in three backticks as shown below

 CoinIndexedVector.o CoinLpIO.o CoinMessage.o CoinMessageHandler.o CoinModel.o CoinStructuredModel.o CoinModelUseful.o CoinModelUseful2.o CoinMpsIO.o CoinPackedMatrix.o CoinPackedVector.o CoinPackedVectorBase.o CoinParam.o CoinParamUtils.o CoinPostsolveMatrix.o CoinPrePostsolveMatrix.o CoinPresolveDoubleton.o CoinPresolveDual.o CoinPresolveDupcol.o CoinPresolveEmpty.o CoinPresolveFixed.o CoinPresolveForcing.o CoinPresolveHelperFunctions.o CoinPresolveImpliedFree.o CoinPresolveIsolated.o CoinPresolveMatrix.o CoinPresolvePsdebug.o CoinPresolveMonitor.o CoinPresolveSingleton.o CoinPresolveSubst.o CoinPresolveTighten.o CoinPresolveTripleton.o CoinPresolveUseless.o CoinPresolveZeros.o CoinRational.o CoinSearchTree.o CoinShallowPackedVector.o CoinSnapshot.o CoinWarmStartBasis.o CoinWarmStartVector.o CoinWarmStartDual.o CoinWarmStartPrimalDual.o
ar: `u' modifier ignored since `D' is the default (see `U')
ranlib .libs/libCoinUtils.a
creating libCoinUtils.la
(cd .libs && rm -f libCoinUtils.la && ln -s ../libCoinUtils.la libCoinUtils.la)
make[4]: Leaving directory '/tmp/Rtmp5DxR9W/R.INSTALL42134b7bec9/lpsymphony/src/SYMPHONY/CoinUtils/src'
make[3]: Leaving directory '/tmp/Rtmp5DxR9W/R.INSTALL42134b7bec9/lpsymphony/src/SYMPHONY/CoinUtils/src'
make[3]: Entering directory '/tmp/Rtmp5DxR9W/R.INSTALL42134b7bec9/lpsymphony/src/SYMPHONY/CoinUtils'
make[3]: Nothing to be done for 'all-am'.
make[3]: Leaving directory '/tmp/Rtmp5DxR9W/R.INSTALL42134b7bec9/lpsymphony/src/SYMPHONY/CoinUtils'
make[2]: Leaving directory '/tmp/Rtmp5DxR9W/R.INSTALL42134b7bec9/lpsymphony/src/SYMPHONY/CoinUtils'
Making all in Osi
make[2]: Entering directory '/tmp/Rtmp5DxR9W/R.INSTALL42134b7bec9/lpsymphony/src/SYMPHONY/Osi'
Making all in src/Osi
make[3]: Entering directory '/tmp/Rtmp5DxR9W/R.INSTALL42134b7bec9/lpsymphony/src/SYMPHONY/Osi/src/Osi'
make  all-am
make[4]: Entering directory '/tmp/Rtmp5DxR9W/R.INSTALL42134b7bec9/lpsymphony/src/SYMPHONY/Osi/src/Osi'
/bin/sh ../../../libtool --tag=CXX --mode=compile g++ -DHAVE_CONFIG_H -I. -I`echo .`  -I/tmp/RtmprwBDNn/Rbuild12daa92b38f71c/lpsymphony/src/SYMPHONY/include/coin  -D_FORTIFY_SOURCE=2  -w -g -O2   -DOSI_BUILD -c -o OsiAuxInfo.lo OsiAuxInfo.cpp
 g++ -DHAVE_CONFIG_H -I. -I. -I/tmp/RtmprwBDNn/Rbuild12daa92b38f71c/lpsymphony/src/SYMPHONY/include/coin -D_FORTIFY_SOURCE=2 -w -g -O2 -DOSI_BUILD -c OsiAuxInfo.cpp  -fPIC -DPIC -o OsiAuxInfo.o
OsiAuxInfo.cpp:10:10: fatal error: CoinPragma.hpp: No such file or directory
   10 | #include "CoinPragma.hpp"
      |          ^~~~~~~~~~~~~~~~
compilation terminated.
make[4]: *** [Makefile:535: OsiAuxInfo.lo] Error 1
make[4]: Leaving directory '/tmp/Rtmp5DxR9W/R.INSTALL42134b7bec9/lpsymphony/src/SYMPHONY/Osi/src/Osi'
make[3]: *** [Makefile:407: all] Error 2
make[3]: Leaving directory '/tmp/Rtmp5DxR9W/R.INSTALL42134b7bec9/lpsymphony/src/SYMPHONY/Osi/src/Osi'
make[2]: *** [Makefile:532: all-recursive] Error 1
make[2]: Leaving directory '/tmp/Rtmp5DxR9W/R.INSTALL42134b7bec9/lpsymphony/src/SYMPHONY/Osi'
make[1]: *** [Makefile:324: all-recursive] Error 1
make[1]: Leaving directory '/tmp/Rtmp5DxR9W/R.INSTALL42134b7bec9/lpsymphony/src/SYMPHONY'
make: *** [Makevars:13: SYMPHONY.ts] Error 2
ERROR: compilation failed for package ‘lpsymphony’
* removing ‘/build/r-lpsymphony/src/lpsymphony’
* restoring previous ‘/build/r-lpsymphony/src/lpsymphony’