Cannot wake from SLEEP

[Gusse]

Yes it is. Below is part of PIC18F4620.PBPINC from device -folder.

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;  The #CONFIG block is passed directly to the asm file, but PBP will replace it
;  automagically with the contents of a user-defined #CONFIG block if one is
;  found in the PBP source program.  There is no need to edit or comment this 
;  block in this file.  Simply copy it to your source program and edit it there.

#CONFIG
        __CONFIG    _CONFIG1H, _OSC_HS_1H & _FCMEN_OFF_1H & _IESO_OFF_1H
        __CONFIG    _CONFIG2H, _WDT_ON_2H & _WDTPS_512_2H
        __CONFIG    _CONFIG3H, _CCP2MX_PORTC_3H & _PBADEN_OFF_3H & _LPT1OSC_OFF_3H & _MCLRE_ON_3H
        __CONFIG    _CONFIG4L,  _STVREN_ON_4L & _LVP_OFF_4L & _XINST_OFF_4L
#ENDCONFIG

This is example that I have used with PIC18F4520 and it might be just fine for you too. If not, then change according to your needs.
At least sleep & nap are working OK, also with interrupt. Check right parameters for CONFIGS from link that I sent earlier (credits to Demon).

#CONFIG
    __CONFIG    _CONFIG1H, _OSC_INTIO67_1H 
    __CONFIG    _CONFIG2L, _PWRT_ON_2L & _BOREN_OFF_2L
    __CONFIG    _CONFIG2H, _WDT_ON_2H & _WDTPS_512_2H
    __CONFIG    _CONFIG3H, _PBADEN_OFF_3H
    __CONFIG    _CONFIG4L, _LVP_OFF_4L & _XINST_OFF_4L
#ENDCONFIG