After recompiling my code on VS 2015, Win10 64 bit, Intel Parallel Studio XE 2019 (Debug 64 bit) I`ve got the following error after starting the code
"The procedure entry point mkl_serv_inspector_unsuppress could not be located"
It seems, that this problem appears after the latest update (2019/5) was applied.
Found the solution for the above problem. For some reason, the path to the MKL libraries has not been changed. The MKL libraries for the 2019 #5 update are in the following folders:
C:\Program Files (x86)\IntelSWTools\compilers_and_libraries_2019.5.281\windows\redist\ia32_win\mkl
C:\Program Files (x86)\IntelSWTools\compilers_and_libraries_2019.5.281\windows\redist\intel64\mkl
Adding this the path solved the problem.
The MKL install doesn't update PATH for its DLLs - you have to do that manually. Last I checked, nothing in the installation guide or install-time messaging told you this. I don't agree with the MKL developers' rationale for doing this (they didn't want to share the compiler DLL location and wanted to support people who wanted to point to a specific version (which using a shared location does not block)). It's an ongoing source of frustration for MKL users, but is out of the hands of the Fortran team.