There is a very similar issue #498, but as the problem there seems to be fixed, I'll open a new one.
In a project (example with an executable and some files which are processed by alex/happy which are listed under other-modules stack ghci doesn't find those files.
As far as I can see the issue is that they end up in the …-tmp directory while for a library where they are listed in exposed-modules they end up in some other place. So the original issue only fixed it for libraries.