I have directories with nested directories and such and am compiling dozens of .proto files at a time. When I do this I noticed that in the module definition for each directory (the non prefixed _pb.jl files), it is only including one of the _pb files although the module has 4+.
You can test this by looping through all the directories and compiling the .proto files here https://github.com/cosmos/cosmos-sdk/tree/main/proto and check the declaration files. cosmos.jl for example.