The --with-header and --with-footer arguments of coqdoc (specified via a (coqdoc_flags ...) thingy) have file argument that should be dependencies of all the generated documentation files. It appears that they are currently not considered dependencies, which means that the documentation is not recompiled when the header / footer files change. (And the situation is worse when using the cache.)
To work around this, I typically put these files in /tmp/some_folder/ using a wrapper makefile, and disable the cache. However, this leads to very long building times that could otherwise mostly hit the cache.