I work on a legacy solution that has hundreds of warnings that I don't want to address now. So I filter them out.
The filter still has numerous files, for example this file whose name starts with an L and has 12 warnings:
That's a lot. I'd better investigate.
However, the file doesn't show up in the errors list:
As you can see, the file names go straight from I.* to S.*.
I've tried the following:
- toggling full solution analysis .
- Explicitly running code analysis on the solution .
- Use Build only mode .
- Display messages as well.
So far, little to no effect on this issue. ("Little" is because displaying the messages has shown 1 line, but 11 remain after I corrected that one.)
I've searched the Output window: the filename doesn't appear.
What is going on with these warnings? False positives? Some option that prevents their display? Are they disabled by the #pragma warning disable I put in the class around an assignation that isn't as useless as the analyzer thinks? (There's one such #pragma in the whole class.)

You seem to have covered up all the warnings, making it difficult to have a targeted opinion. Usually these warnings do not prevent the program from running during compilation.
You just need View=>Error List
You can filter at the top of the Error List. If you only want to see Errors, just uncheck Warnings and Messages, like this:
You will no longer see Warnings and Messages when you debug the project later.
In addition, there is another method that may help you solve the issue more deeply, especially some code format warnings. You only need to create an editorconfig and set these warnings to Disable in the editorconfig.
Regarding compiler warnings you can refer here:
https://learn.microsoft.com/en-us/dotnet/fundamentals/code-analysis/suppress-warnings
Update:
I guess what's going on in this paragraph, the twelve error messages you see should come from the dll or other plug-ins you referenced.
Because if these errors are native code, you can select "Build Order" in the Output window and see how many errors there are in the bottom record. But obviously, the twelve errors you are wondering about did not appear.