Documentation says #include vld.h must be after stdafx.h, but fatal error is thrown if I do about vld HOT 3 OPEN

To me, using precompiled headers is a mess. I omit them where I can as they lead to many errors, faults, mistakes and - it's OLD technology from Microsoft, which has helped in recent times to decrease compile times.

Eliminate it completly, if possible ... just a tip.

from vld.

from vld.

I have positive experiences from using precompiled headers. Reduces compile times a lot.
A long time ago they could be problematic. These days a correctly defined precompiled header rarely introduce any problem.

Note that afxwin.h has nothing to do with precompiled headers.
Likewise, stdafx.h has nothing to do with AFX (MFC). It's just the default name used by wizards in old versions of Visual Studio. Recent versions use the name pch.h instead.

There should be no conflict between precompiled headers and VLD in the same project.
Just make sure the precompiled header does not include afxwin.h.

from vld.