Get ready for a long list:

festival /usr/include/festival/ModuleDescription.h
festival /usr/include/festival/Phone.h
festival /usr/include/festival/festival.h
festival /usr/include/festival/fngram.h
festival /usr/include/festival/intonation.h
festival /usr/include/festival/lexicon.h
festival /usr/include/festival/module_support.h
festival /usr/include/festival/modules.h
festival /usr/include/festival/text.h
festival /usr/include/speech_tools/
festival /usr/include/speech_tools/EST.h
festival /usr/include/speech_tools/EST_ChannelType.h
festival /usr/include/speech_tools/EST_Chunk.h
festival /usr/include/speech_tools/EST_Complex.h
festival /usr/include/speech_tools/EST_Contents.h
festival /usr/include/speech_tools/EST_DMatrix.h
festival /usr/include/speech_tools/EST_Event.h
festival /usr/include/speech_tools/EST_FMatrix.h
festival /usr/include/speech_tools/EST_FeatureData.h
festival /usr/include/speech_tools/EST_Featured.h
festival /usr/include/speech_tools/EST_Features.h
festival /usr/include/speech_tools/EST_FileType.h
festival /usr/include/speech_tools/EST_FringeServer.h
festival /usr/include/speech_tools/EST_HMM.h
festival /usr/include/speech_tools/EST_Handleable.h
festival /usr/include/speech_tools/EST_IMatrix.h
festival /usr/include/speech_tools/EST_Ngrammar.h
festival /usr/include/speech_tools/EST_Option.h
festival /usr/include/speech_tools/EST_PST.h
festival /usr/include/speech_tools/EST_Pathname.h
festival /usr/include/speech_tools/EST_Regex.h
festival /usr/include/speech_tools/EST_SCFG.h
festival /usr/include/speech_tools/EST_SCFG_Chart.h
festival /usr/include/speech_tools/EST_SMatrix.h
festival /usr/include/speech_tools/EST_Server.h
festival /usr/include/speech_tools/EST_ServiceTable.h
festival /usr/include/speech_tools/EST_SingleChannelWave.h
festival /usr/include/speech_tools/EST_String.h
festival /usr/include/speech_tools/EST_StringTrie.h
festival /usr/include/speech_tools/EST_TBox.h
festival /usr/include/speech_tools/EST_TBuffer.h
festival /usr/include/speech_tools/EST_TDeque.h
festival /usr/include/speech_tools/EST_THandle.h
festival /usr/include/speech_tools/EST_THash.h
festival /usr/include/speech_tools/EST_TIterator.h
festival /usr/include/speech_tools/EST_TKVL.h
festival /usr/include/speech_tools/EST_TList.h
festival /usr/include/speech_tools/EST_TMatrix.h
festival /usr/include/speech_tools/EST_TNamedEnum.h
festival /usr/include/speech_tools/EST_TSimpleMatrix.h
festival /usr/include/speech_tools/EST_TSimpleVector.h
festival /usr/include/speech_tools/EST_TSortable.h
festival /usr/include/speech_tools/EST_TTimeIndex.h
festival /usr/include/speech_tools/EST_TVector.h
festival /usr/include/speech_tools/EST_Token.h
festival /usr/include/speech_tools/EST_Track.h
festival /usr/include/speech_tools/EST_TrackMap.h
festival /usr/include/speech_tools/EST_UList.h
festival /usr/include/speech_tools/EST_Val.h
festival /usr/include/speech_tools/EST_Val_defs.h
festival /usr/include/speech_tools/EST_WFST.h
festival /usr/include/speech_tools/EST_Wagon.h
festival /usr/include/speech_tools/EST_Wave.h
festival /usr/include/speech_tools/EST_audio.h
festival /usr/include/speech_tools/EST_bool.h
festival /usr/include/speech_tools/EST_cluster.h
festival /usr/include/speech_tools/EST_cmd_line.h
festival /usr/include/speech_tools/EST_cmd_line_options.h
festival /usr/include/speech_tools/EST_common.h
festival /usr/include/speech_tools/EST_cutils.h
festival /usr/include/speech_tools/EST_dynamic_model.h
festival /usr/include/speech_tools/EST_error.h
festival /usr/include/speech_tools/EST_features_aux.h
festival /usr/include/speech_tools/EST_grammar.h
festival /usr/include/speech_tools/EST_inline_utils.h
festival /usr/include/speech_tools/EST_io_aux.h
festival /usr/include/speech_tools/EST_iostream.h
festival /usr/include/speech_tools/EST_kalman.h
festival /usr/include/speech_tools/EST_lattice.h
festival /usr/include/speech_tools/EST_lattice_io.h
festival /usr/include/speech_tools/EST_ling_class.h
festival /usr/include/speech_tools/EST_math.h
festival /usr/include/speech_tools/EST_model_types.h
festival /usr/include/speech_tools/EST_multistats.h
festival /usr/include/speech_tools/EST_rw_status.h
festival /usr/include/speech_tools/EST_sigpr.h
festival /usr/include/speech_tools/EST_simplestats.h
festival /usr/include/speech_tools/EST_socket.h
festival /usr/include/speech_tools/EST_sort.h
festival /usr/include/speech_tools/EST_speech_class.h
festival /usr/include/speech_tools/EST_stats.h
festival /usr/include/speech_tools/EST_strcasecmp.h
festival /usr/include/speech_tools/EST_string_aux.h
festival /usr/include/speech_tools/EST_system.h
festival /usr/include/speech_tools/EST_tilt.h
festival /usr/include/speech_tools/EST_track_aux.h
festival /usr/include/speech_tools/EST_types.h
festival /usr/include/speech_tools/EST_unix.h
festival /usr/include/speech_tools/EST_util_class.h
festival /usr/include/speech_tools/EST_viterbi.h
festival /usr/include/speech_tools/EST_walloc.h
festival /usr/include/speech_tools/EST_wave_aux.h
festival /usr/include/speech_tools/instantiate/
festival /usr/include/speech_tools/instantiate/EST_TDequeI.h
festival /usr/include/speech_tools/instantiate/EST_THashI.h
festival /usr/include/speech_tools/instantiate/EST_TIteratorI.h
festival /usr/include/speech_tools/instantiate/EST_TKVLI.h
festival /usr/include/speech_tools/instantiate/EST_TListI.h
festival /usr/include/speech_tools/instantiate/EST_TMatrixI.h
festival /usr/include/speech_tools/instantiate/EST_TNamedEnumI.h
festival /usr/include/speech_tools/instantiate/EST_TSimpleMatrixI.h
festival /usr/include/speech_tools/instantiate/EST_TSimpleVectorI.h
festival /usr/include/speech_tools/instantiate/EST_TSortableI.h
festival /usr/include/speech_tools/instantiate/EST_TStringHashI.h
festival /usr/include/speech_tools/instantiate/EST_TVectorI.h
festival /usr/include/speech_tools/ling_class/
festival /usr/include/speech_tools/ling_class/EST_FeatureFunctionPackage.h
festival /usr/include/speech_tools/ling_class/EST_Item.h
festival /usr/include/speech_tools/ling_class/EST_Item_Content.h
festival /usr/include/speech_tools/ling_class/EST_Relation.h
festival /usr/include/speech_tools/ling_class/EST_Relation_list.h
festival /usr/include/speech_tools/ling_class/EST_Relation_mls.h
festival /usr/include/speech_tools/ling_class/EST_Relation_tree.h
festival /usr/include/speech_tools/ling_class/EST_Utterance.h
festival /usr/include/speech_tools/ling_class/EST_item_aux.h
festival /usr/include/speech_tools/ling_class/EST_item_content_aux.h
festival /usr/include/speech_tools/ling_class/EST_relation_aux.h
festival /usr/include/speech_tools/ling_class/EST_relation_compare.h
festival /usr/include/speech_tools/ling_class/EST_utterance_aux.h
festival /usr/include/speech_tools/ling_class/EST_utterance_xml.h
festival /usr/include/speech_tools/rxp/
festival /usr/include/speech_tools/rxp/XML_Parser.h
festival /usr/include/speech_tools/rxp/charset.h
festival /usr/include/speech_tools/rxp/ctype16.h
festival /usr/include/speech_tools/rxp/dtd.h
festival /usr/include/speech_tools/rxp/input.h
festival /usr/include/speech_tools/rxp/rxp.h
festival /usr/include/speech_tools/rxp/stdio16.h
festival /usr/include/speech_tools/rxp/string16.h
festival /usr/include/speech_tools/rxp/system.h
festival /usr/include/speech_tools/rxp/url.h
festival /usr/include/speech_tools/rxp/xmlparser.h
festival /usr/include/speech_tools/sigpr/
festival /usr/include/speech_tools/sigpr/EST_Window.h
festival /usr/include/speech_tools/sigpr/EST_fft.h
festival /usr/include/speech_tools/sigpr/EST_filter.h
festival /usr/include/speech_tools/sigpr/EST_filter_design.h
festival /usr/include/speech_tools/sigpr/EST_misc_sigpr.h
festival /usr/include/speech_tools/sigpr/EST_pitchmark.h
festival /usr/include/speech_tools/sigpr/EST_sigpr_frame.h
festival /usr/include/speech_tools/sigpr/EST_sigpr_utt.h
festival /usr/include/speech_tools/sigpr/EST_spectrogram.h
festival /usr/include/speech_tools/siod.h
festival /usr/include/speech_tools/siod_defs.h
festival /usr/include/speech_tools/siod_est.h
festival /usr/include/speech_tools/unix/
festival /usr/include/speech_tools/unix/EST_defines_unix.h
festival /usr/include/speech_tools/unix/EST_socket_unix.h

But that won't help. You do have the header files, and yet it's saying "no". So this may be a faulty file, at least that's the best guess I can make.