Hi Nuno,
Your problem comes from the ST Library version provided with Ride7, and you use the precompiled library. Unfortunately, ST has changed some IRQ handler names.
The new name for your IRQ is $1 instead of $1.
The linker does not see anything because of the "weak" mechanism in the startup file :
.weak USB_LP_CAN1_RX0_IRQHandler
.thumb_set USB_LP_CAN1_RX0_IRQHandler,Default_Handler
If you don't write your own IRQ handler (with the good name), the Default_Handler is called.
Regards,
Yves