Thanks. My colleague just tried on 3.4 and it's the same (i.e. no underline on undefined types or methods).
However, he managed to get it working with the Clang code model:
Help -> About Plugins... -> C++ -> enable ClangCodeModel
Tools -> Options... -> C++ -> Code Model -> C++ -> select Clang
He then gets red underline on undefined symbols.
I guess I'll just have to upgrade then.