Here's the pic of the problem in VS2017:

The compiler throws:
FS0039 The namespace 'Web' is not defined.
But that was ok with the "Web" in the line before that!
Of course, I referenced System.Web.Mvc.dll. In fact, open links (and code) compile correctly if I put them in a specific file in the same project (in this case Global.asax.fs).
Update:
TL; DR; the problem mysteriously disappeared ...
After several recompilations, reboots and reboots, the problem still persists. Finally, I manually edited the file order in .fsproj (moving myfile.fs after Global.asax.fs) and compiled it! Then, to check, I moved the file order back to the original order ... and it still works!?!
, . - , , . , , ... ...