Thks for the help. To complete your answer, here is the reply I get from IAR :
I believe that the problem is within the menu Project > SFR Setup dialog.
It is a new feature that was introduced in V8.20.
If you look in that window then you have a few SFRs with a red question mark in the leftmost column.
The solution is to delete all those.
Unfortunately just pressing Delete on them does not work, you have to right-click and select delete in the dropdown menu.
TI seems to use it in their example projects in combination with having setups for different chip families within the same project.
A safer way (what we did before V8.20) is to simply use a .DDF file with all the needed SFRs.
I have made bugreports for the SFR Setup window problems and I hope that we will improve the situation in the coming V8.30 release (summer 2013) and perhaps also as a service pack for V8.20.
But the correction plans has not yet been cut into stone.
Anyway, thank you for pointing this out and I hope my explanation and recommended method to fix it helps.