I can add something to a script, save it and click on the scene, but it won't actually compile. If I restart my scene, as its starting, it will then compile the script. Before you reply, yes, my script is located in the appropriate directory.
I've had this problem plenty of times (mainly on windows). The usual quick fix is to right click any script file (doesn't matter which), and click reimport. It'll compile everything and you should be good to go
I had this same issue on windows.
I solved it by deleting the files from the previous build:
The exe file and the folder named like 'exefilenanme_Data'
Then rebuild and it worked.
Select Edit menu > Preferences ... and make sure Auto Refresh is turned on. (This may or may not be your particular problem, but would certainly create the symptoms you describe.)