Posting to expand on the answer, was stuck on this one for several hours.
In my project I have a typescript colyseus server and a client which uses typescript, react & webpack.
tsconfig.json in both
client/ directories + a basic one in the project root with just
esModuleInterop set to
true to get things going.
I tried setting
./client/tsconfig.json but that did nothing until I added
"include": ["node_modules/colyseus.js/**/*" ] into the root config. - That helped me.
Hope this helps someone down the line.