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If I have <script src="js/test.js"></script> in my file and the file doesn't exist, shouldn't it be underlined red and maybe give me a hint to create the file?
Yes it's possible in simple cases like this. Anyway it should be done on html site, javascript doesn't know the script tag.
Same obviously goes for CSS files.
Sounds like nice feature. Should be enabled for all kinds of situations where one imports(links) an external file like href attribute and similar. However I'd be bit less intruding in reporting the "errors" as the link target may in fact exist in the deployed app, or can be implied by some framework. I think using INFO level for the error description which creates the light bulb, but doesn't underline the text and doesn't change the file status would be adequate.