Ok I see what you mean by own implementation:
In JUCE 5.3.2 when generating audio application with Projucer or in AudioPluginHost there is no object with vst::aeffect type (from VST2 SDK).
But in 5.4.1 there are vst::aeffect everywhere, hence Visual Studio asking me for aeffect.h (in AudioPluginHost and when generating with Projucer according to what is described here: Cannot build audiopluginhost on Windows)
Also I could not find copy of VST2 SDK from any version of JUCE (tried down to 1.x), am I doomed to stay at JUCE 5.3.2?