Hi Luca, I think there is some confusion here. You do not need to compile BDP yourself (and need not need to worry about these compiler issues). If you are using windows, then you can download the new release from link below (for other platforms see download page for similar links; click on the big icons on the top of the page)
This should have the latest BDP (& other components of BrainSuite as well). Can you try using the included bdp.exe directly as you did with earlier versions (and ignore anything related to Matlab compiler)?
Please let us know if that worked.