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But compiler error messages are file:5 so this isn't good enough.

That's why you have `:make` which uses `errorfmt` to populate your quickfix list, which is covered in the help `:h make`

I'm not sure if you're joking or not but if you're not: I usually don't call the compiler from my vim session..

Right but if you want to edit and fix files that failed compilation, using `:make` and the quickfix list is the vim way of doing it