How do I use Header Units with the Windows Desktop Application default template and resolve conflicts with headers?

I got a few minutes to do do a bare minimum.

The import now works, but there remain the problem with various headers.

// HeaderBase.h
#pragma once

#define ADDHEADERS
//#define USINGGDI

#pragma region Base Headers

#include <SDKDDKVer.h>
#define WIN32_LEAN_AND_MEAN             
// Windows Header Files
#include <windows.h>
// C RunTime Header Files
#include <stdlib.h>
#include <malloc.h>
#include <memory.h>
#include <tchar.h>
#include "resource.h"

#pragma endregion // Base Headers

#pragma region Project Headers

#ifdef ADDHEADERS

#include <Winuser.h>
#pragma comment(lib, "User32.lib")

/* these headers cause errors if included after WindowsX.h */
#include <string> 
#include <stdio.h>
//#include <stdlib.h>
#include <fstream>
#include <sstream>
#include <iostream>

/* The contents of <filesystem> are available only
with C++17 or later */
#include <filesystem>

#include <dxgitype.h>

#include <WindowsX.h> // GET_X_LPARAM; GET_Y_LPARAM

#else

#include <atlbase.h> // Contains the declaration of CComPtr.
#include <atlconv.h>
// Error	LNK1000	Internal error during IncrBuildImage

#ifdef USINGGDI

#include <gdiplus.h>
#pragma comment(lib, "gdiplus.lib")
//#include <gdiplusheaders.h>
//#include <Gdiplusimaging.h>
//#include <gdiplusimagecodec.h>

#endif // USINGGDI
// multiple errors

#include <vector>
// Error	LNK1000	Internal error during IncrBuildImage

#include <DirectXMath.h>
#include <DirectXPackedVector.h>
#include <DirectXCollision.h>
/* multiple errors
Severity	Code	Description	Project	File	Line	Suppression State
Warning	C5260	the constant variable 'DirectX::XM_PI' has 
internal linkage in an included header file context, but 
external linkage in imported header unit context; consider 
declaring it 'inline' as well if it will be shared across 
translation units, or 'static' to express intent to use it 
local to this translation unit	
TestHeaders	C:\Program Files (x86)\Windows Kits\10\Include\10.0.22000.0\um\DirectXMath.h	242	 */

#endif // ADDHEADERS

#pragma endregion // Project Headers

// TestHeaders.cpp : Defines the entry point for the application.
#define CREATEHU

#ifdef CREATEHU

#include "HeaderBase.h"

#else

import "HeaderBase.h"; // this works now

#endif

#define MAX_LOADSTRING 100

// Global Variables:
HINSTANCE hInst; // current instance
WCHAR szTitle[MAX_LOADSTRING]; // The title bar text
WCHAR szWindowClass[MAX_LOADSTRING]; // the main window class name

// Forward declarations of functions included in this code module:
ATOM                MyRegisterClass(HINSTANCE hInstance);
BOOL                InitInstance(HINSTANCE, int);
LRESULT CALLBACK    WndProc(HWND, UINT, WPARAM, LPARAM);
INT_PTR CALLBACK    About(HWND, UINT, WPARAM, LPARAM);
int APIENTRY wWinMain(_In_ HINSTANCE hInstance,
                     _In_opt_ HINSTANCE hPrevInstance,
                     _In_ LPWSTR    lpCmdLine,
                     _In_ int       nCmdShow)
{
    UNREFERENCED_PARAMETER(hPrevInstance);
    UNREFERENCED_PARAMETER(lpCmdLine);
    // TODO: Place code here.
    // Initialize global strings
    LoadStringW(hInstance, IDS_APP_TITLE, szTitle, MAX_LOADSTRING);
    LoadStringW(hInstance, IDC_TESTHEADERS, szWindowClass, MAX_LOADSTRING);
    MyRegisterClass(hInstance);
    // Perform application initialization:
    if (!InitInstance (hInstance, nCmdShow))
    {
        return FALSE;
    }
    HACCEL hAccelTable = LoadAccelerators(hInstance, MAKEINTRESOURCE(IDC_TESTHEADERS));
    MSG msg;
    // Main message loop:
    while (GetMessage(&msg, nullptr, 0, 0))
    {
        if (!TranslateAccelerator(msg.hwnd, hAccelTable, &msg))
        {
            TranslateMessage(&msg);
            DispatchMessage(&msg);
        }
    }
    return (int) msg.wParam;
}

//
//  FUNCTION: MyRegisterClass()
//
//  PURPOSE: Registers the window class.
//
ATOM MyRegisterClass(HINSTANCE hInstance)
{
    WNDCLASSEXW wcex;
    wcex.cbSize = sizeof(WNDCLASSEX);
    wcex.style          = CS_HREDRAW | CS_VREDRAW;
    wcex.lpfnWndProc    = WndProc;
    wcex.cbClsExtra     = 0;
    wcex.cbWndExtra     = 0;
    wcex.hInstance      = hInstance;
    wcex.hIcon          = LoadIcon(hInstance, MAKEINTRESOURCE(IDI_TESTHEADERS));
    wcex.hCursor        = LoadCursor(nullptr, IDC_ARROW);
    wcex.hbrBackground  = (HBRUSH)(COLOR_WINDOW+1);
    wcex.lpszMenuName   = MAKEINTRESOURCEW(IDC_TESTHEADERS);
    wcex.lpszClassName  = szWindowClass;
    wcex.hIconSm        = LoadIcon(wcex.hInstance, MAKEINTRESOURCE(IDI_SMALL));
    return RegisterClassExW(&wcex);
}

//
//   FUNCTION: InitInstance(HINSTANCE, int)
//
//   PURPOSE: Saves instance handle and creates main window
//
//   COMMENTS:
//
//        In this function, we save the instance handle in a global variable and
//        create and display the main program window.
//
BOOL InitInstance(HINSTANCE hInstance, int nCmdShow)
{
   hInst = hInstance; // Store instance handle in our global variable
   HWND hWnd = CreateWindowW(szWindowClass, szTitle, WS_OVERLAPPEDWINDOW,
      CW_USEDEFAULT, 0, CW_USEDEFAULT, 0, nullptr, nullptr, hInstance, nullptr);
   if (!hWnd)
   {
      return FALSE;
   }
   ShowWindow(hWnd, nCmdShow);
   UpdateWindow(hWnd);
   return TRUE;
}

//
//  FUNCTION: WndProc(HWND, UINT, WPARAM, LPARAM)
//
//  PURPOSE: Processes messages for the main window.
//
//  WM_COMMAND  - process the application menu
//  WM_PAINT    - Paint the main window
//  WM_DESTROY  - post a quit message and return
//
//
LRESULT CALLBACK WndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
{
    switch (message)
    {
    case WM_COMMAND:
        {
            int wmId = LOWORD(wParam);
            // Parse the menu selections:
            switch (wmId)
            {
            case IDM_ABOUT:
                DialogBox(hInst, MAKEINTRESOURCE(IDD_ABOUTBOX), hWnd, About);
                break;
            case IDM_EXIT:
                DestroyWindow(hWnd);
                break;
            default:
                return DefWindowProc(hWnd, message, wParam, lParam);
            }
        }
        break;
    case WM_PAINT:
        {
            PAINTSTRUCT ps;
            HDC hdc = BeginPaint(hWnd, &ps);
            // TODO: Add any drawing code that uses hdc here...
            EndPaint(hWnd, &ps);
        }
        break;
    case WM_DESTROY:
        PostQuitMessage(0);
        break;
    default:
        return DefWindowProc(hWnd, message, wParam, lParam);
    }
    return 0;
}

// Message handler for about box.
INT_PTR CALLBACK About(HWND hDlg, UINT message, WPARAM wParam, LPARAM lParam)
{
    UNREFERENCED_PARAMETER(lParam);
    switch (message)
    {
    case WM_INITDIALOG:
        return (INT_PTR)TRUE;
    case WM_COMMAND:
        if (LOWORD(wParam) == IDOK || LOWORD(wParam) == IDCANCEL)
        {
            EndDialog(hDlg, LOWORD(wParam));
            return (INT_PTR)TRUE;
        }
        break;
    }
    return (INT_PTR)FALSE;
}