I'm closing this because I asked in the wxwidgets irc and apparently there is no bug and 'lib/wx/include/gtk3-unicode-3.1/wx/setup.h' is indeed the correct install location. The guix package currently installs it there.
The problem I had with my WIP trenchbroom package was that trenchbroom called wx-config in a wrong way when a certain makeflag was not set, which caused it to not find this header there.