This could be related to bug 53431, though this report is about C and not C++.

Actually I had thought that "-save-temps" just dumps the internal state, but that does not seem to be true.

The following code:

#pragma GCC diagnostic ignored "-Wundef"
#if FOO
#endif
int main (void) { return 42; }

compiled with 

gcc-4.9 -Wundef -Werror -save-temps -c bug_wundef.c

gives:

bug_wundef.c:2:5: error: "FOO" is not defined [-Werror=undef]
 #if FOO
     ^
cc1: all warnings being treated as errors

On the contrary

gcc-4.9 -Wundef -Werror -c bug_wundef.c

does not give any error.