I am using Ubuntu 14.04 LTS with UE 4.10 and kdevelop.
Apparently my setup is working fine, I can build the engine, build my project and run the editor. Everything works as expected.
If I make a change in a cpp file (an actor for example), hit build and execute in kdevelop, everything looks ok, MyProject.cpp seems to recompile and link, and a minute later the editor fires up and apparently all is fine. But the change I made to the cpp file is not there! Even if I compile from the editor the change is not picked up and I get a stale version of my project.
Even if I run generateProjectFiles on my project and recompile I get the old version. A clean project from kdevelop seems to recompile the engine, not just the project, which takes a long time and obviously I get the new correct version with the changes.
The workaround I have found is to delete the libUE4Editor-MyProject-Linux-DebugGame.so file from my project Binaries folder. Then, I hit run in kdevelop even without building first and the editor complains about libUE4Editor-MyProject-Linux-DebugGame.so missing or being out of date and asks if I want to rebuild it. I hit yes and everything goes as expected and I get the editor with the expected changes.