Just as side note, since @m_m already addressed the main point: application.h was superseded by Particle.h so even if you needed the include in a .cpp or .h file it would only be #include <Particle.h>
Dev Code Studio has been acting strange since I started using it. Like clicking on the methods to go to the declaration or the header files is sometimes taking forever… I’m thinking of reinstalling the whole package… Side note I had Platform.io extension installed too, and it may be conflicting with Particle’s (at least it’s conflicting with the Arduino extension)
Nope, application.h and Particle.h are more or less the same thing but Particle.h is the “new” version that should replace application.h (which should be deprecated IMO).