So I ran into essentially this same issue while compiling ROS Indigo on Raspberry Pi as per [1]. In my case /home/pi/ros_catkin_ws/devel_isolated/std_msgs/share/std_msgs had no msg directory. I worked around it by:
cd /home/pi/ros_catkin_ws/devel_isolated/std_msgs/share/std_msgs

Not sure why the msg directory didn't get setup in the first place... or why the message search path doesn't just point to src/std_msgs/msg... or how to even configure the search path... but at least the error message was informative enough to get me going again without a lot of frustration.